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ryanmccrickerd/rough_bergomi

A Python implementation of the rough Bergomi model.

Jupyter Notebook MIT master Stack scanned README.md
Stars
144
Forks
52
Watchers
9
Issues
0
Commits
7
Awesome lists
1

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Latest capture 2026-07-21 03:08

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3 captures since 2026-06-19

Stars from baseline +1

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Scanned 2026-07-21 03:08

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Manifest files
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0

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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 detected
2026-07-21 03:08
Archived
no

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1