Rough volatility models with automatic differentiation.

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  • License: MIT License (MIT)
  • Author: aycsi
  • Requires: Python >=3.9
  • Provides-Extra: jax , torch , all , dev , examples
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Spetro

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pip install spetro

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  • License: MIT License (MIT)
  • Author: aycsi
  • Requires: Python >=3.9
  • Provides-Extra: jax , torch , all , dev , examples
Classifiers

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