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  1. arbitragerepair arbitragerepair Public

    Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

    Jupyter Notebook 127 29

  2. neuralSDE-marketmodel neuralSDE-marketmodel Public

    Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.

    Jupyter Notebook 59 15

  3. vicaws.github.io vicaws.github.io Public template

    Forked from alshedivat/al-folio

    Personal website

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