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Frh Fx | Awesome Repos

ryanmccrickerdfrh-fx

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13 stars·14 forks·Jupyter Notebook·MIT·0 views

Frh Fx

A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.

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Educational Resources - Implementation of fast-reversion Heston models for FX.

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