Skip to content
View vidal-llaurado's full-sized avatar
1 follower · 2 following

Block or report vidal-llaurado

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. asian-curvature-suppression asian-curvature-suppression Public

    Short maturity asymptotics of Asian implied volatility curvature under rough volatility with Malliavin Monte Carlo validation.

    Python

  2. volterra-perron-rough-markets volterra-perron-rough-markets Public

    Latent contagion, risk-neutral compression, and option-manifold pricing in Volterra-Perron rough markets.

    TeX