zugzvangg / crypto-calibration

Stochastic volatility models and their application to Deribit crypro-options exchange

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Implementation and research of stochastic volatility models on crypto-exchange Deribit data

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Stochastic volatility models and their application to Deribit crypro-options exchange

License:Apache License 2.0


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Language:Jupyter Notebook 98.3%Language:Python 1.7%