Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
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Mar 23, 2017 - Python
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asymptotics
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Code for the papers "Faster Lead-Acid Battery Simulations from Porous Electrode Theory"
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Feb 6, 2019 - Python
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