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Popular GitHub Repositories for Cgmy

Discover the most popular open-source projects and tools related to Cgmy, and stay updated with the latest development trends and innovations.

Fractional PDEs And Levy Processes An ML Approach

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asset-pricing

This project builds a fast, intelligent calibration engine for advanced asset pricing models. Standard Black-Scholes breaks down under real markets with fat tails and jumps, but Lévy models (Variance Gamma, CGMY) are too slow and unstable to calibrate with classical methods.

0
2个月前
0

Fractional PDEs Under Levy Models Machine Learning For Calibrating Advanced

0
asset-pricing

This project builds a fast, intelligent calibration engine for advanced asset pricing models. Standard Black-Scholes breaks down under real markets with fat tails and jumps, but Lévy models (Variance Gamma, CGMY) are too slow and unstable to calibrate with classical methods.

0
3个月前
0