ryanmccrickerd rough_bergomi issues - Githubissues

ryanmccrickerd / rough_bergomi

A Python implementation of the rough Bergomi model.

MIT License

115 stars 42 forks source link

issues

Newest

Newest Most commented Recently updated Oldest Least commented Least recently updated

Simulate Y

#3 anh-tong closed 2 years ago
4
Can't reproduce Turbocharged demo

#2 hpompom closed 2 years ago
1
Getting parameters from history of spot prices

#1 hlbkin closed 2 years ago
3