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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?
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