laplacejumps
Repository for the Laplace Jumps project that models financial jumps as time-changed Variance-Gamma Processes.
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About
Summary
Repository for the Laplace Jumps project that models financial jumps as time-changed Variance-Gamma Processes.
Last Updated
May 15, 2019 at 17:21
License
Apache 2.0
Total Downloads
655
Supported Platforms
linux-64