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GitHub / JustTheQuant / StochasticVolatilityTensorFlow

This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/JustTheQuant%2FStochasticVolatilityTensorFlow

Stars: 1
Forks: 0
Open issues: 0

License: None
Language: Jupyter Notebook
Size: 188 KB
Dependencies parsed at: Pending

Created at: over 1 year ago
Updated at: about 1 year ago
Pushed at: about 1 year ago
Last synced at: about 1 year ago

Topics: derivatives-pricing, exotic-option, implied, local-volatility, stochastic-volatility

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