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  1. Computational-Finance-Course-Lech-Grzelach Computational-Finance-Course-Lech-Grzelach Public

    Forked from LechGrzelak/Computational-Finance-Course

    Here you will find materials for the course of Computational Finance by Lech Grzelach

    Jupyter Notebook

  2. rough_volatility rough_volatility Public

    Forked from sigurdroemer/rough_volatility

    The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".

    Jupyter Notebook

  3. RoughFCLT RoughFCLT Public

    Forked from amuguruza/RoughFCLT

    Jupyter Notebook

  4. NN-StochVol-Calibrations NN-StochVol-Calibrations Public

    Forked from amuguruza/NN-StochVol-Calibrations

    We implement the paper: Deep Learning Volatility

    Jupyter Notebook

  5. flood_credit_risk_abm flood_credit_risk_abm Public

    Forked from LincDe/flood_credit_risk_abm

    Jupyter Notebook

  6. BeforeIT.jl BeforeIT.jl Public

    Forked from bancaditalia/BeforeIT.jl

    A fast and modular Julia implementation of the macroeconomic ABM of [Poledna et al., European Economic Review (2023)]

    Julia