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Author:
aycsi
License:
MIT
Summary:
Rough volatility models with automatic differentiation.
Latest version:
0.1.4
Required dependencies:
numpy
|
scipy
Optional dependencies:
black
|
chex
|
flax
|
isort
|
jax
|
jaxlib
|
jupyter
|
matplotlib
|
mypy
|
optax
|
pytest
|
pytest-benchmark
|
pytest-cov
|
seaborn
|
torch
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