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  1. joint_calib_SPX_VIX joint_calib_SPX_VIX Public

    Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro

    Python 5 1

  2. Sig-SPT Sig-SPT Public

    Code for article "Signature Methods in Stochastic Portfolio Theory"

    Python 4