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Starred repositories

3 stars written in Jupyter Notebook
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Compute VIX and related volatility indices

Jupyter Notebook 98 34 Updated Dec 4, 2024

Code for the paper Volatility is (mostly) path-dependent

Jupyter Notebook 53 20 Updated Mar 22, 2024

Auxiliary material course Quantitative Finance (Tilburg University)

Jupyter Notebook 3 Updated Nov 28, 2024