no code implementations • 2 Mar 2021 • Eudald Romo, Luis Ortiz-Gracia
In the present work, the European option pricing SWIFT method is extended for Heston model calibration.
3 code implementations • 3 Oct 2017 • Andy Zeng, Shuran Song, Kuan-Ting Yu, Elliott Donlon, Francois R. Hogan, Maria Bauza, Daolin Ma, Orion Taylor, Melody Liu, Eudald Romo, Nima Fazeli, Ferran Alet, Nikhil Chavan Dafle, Rachel Holladay, Isabella Morona, Prem Qu Nair, Druck Green, Ian Taylor, Weber Liu, Thomas Funkhouser, Alberto Rodriguez
Since product images are readily available for a wide range of objects (e. g., from the web), the system works out-of-the-box for novel objects without requiring any additional training data.