Examples

Example notebooks

SSVI Calibration

Example of SSVI calibration

Equity cash dividends

Example of equity cash dividend volatility conversion

Heston Quadratic Exponential Simulation

Pytorch (vectorized) Heston implementation of the Quadratic Exponential scheme

32 Quadratic Exponential Simulation

Pytorch (vectorized) 3/2 implementation of the Quadratic Exponential scheme