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ryanmccrickerd/rough_bergomi

A Python implementation of the rough Bergomi model.

1 awesome list

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Stars
144
Forks
52
Open issues
0
Commits
7

Activity and growth

Latest capture 2026-07-21 03:08

Stars · last 7 days
No history
Commits · last 7 days
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Stars since tracking
+1
Stored snapshots
3

Classification

Topics

#implied-volatility #monte-carlo #option-pricing #rough-volatility

Metadata

Language
Jupyter Notebook
License
MIT
Default branch
master
Created
2017-08-06
First commit
2017-08-06
Last pushed
2018-09-17
GitHub updated
2026-06-21
Last synced
2026-07-21 03:08
Stack scanned
2026-07-21 03:08
Archived
No
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Growth history

Tracked growth

3 observed captures since 2026-06-19. Charts use measured snapshots only.

Stars from first capture +1

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