[资源介绍]
GitHub - ryanmccrickerd/frh-fx: A python implementation of the fast-reversion Heston model of Mechkov [2015,
https://goo.gl/2awbrV], for FX purposes.
A python implementation of the fast-reversion Heston model of Mechkov [2015,
https://goo.gl/2awbrV], for FX purposes. - ryanmccrickerd/frh-fx
- frh-fx - 一个用于外汇目的的快速回溯 Heston 模型的 Python 实现。