Re:Collection of Jupyter notebooks for quantitative finance
by hippich on Sunday November 24, 2019 @10:31PM
(#21625224)
Any names/links/etc to learn more about such models?
[ Parent
| on HN ]
Re:Collection of Jupyter notebooks for quantitative finance
by backlash875 on Tuesday November 26, 2019 @02:41PM
(#21641855)
The Heston model has stochastic volatility. You can add jumps to this: https://en.wikipedia.org/wiki/Stochastic_volatility_jump