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SABR stochastic volatility model: calibration, implied-volatility surfaces and conditional Monte Carlo (MSc thesis, BSE)
SABR stochastic volatility model: calibration, implied-volatility surfaces and conditional Monte Carlo (MSc thesis, BSE)
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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AlphaFin benchmarks financial analysis with a retrieval-augmented stock-chain framework and a financial QA dataset
the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.
For the theoretical framework as well as results from the running code see
