Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
-
Updated
Aug 20, 2024 - Python
#
polynomial-processes
Here is 1 public repository matching this topic...
Improve this page
Add a description, image, and links to the polynomial-processes topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the polynomial-processes topic, visit your repo's landing page and select "manage topics."