Deep Regression Ensemble
A python package giving easy access to pre-train deep-surrogate models | [GIT]
Pre-trained surrogates for the pricing of European options :
Heston model .
Bates model with double-exponential-jumps.
Quick and easy computation of:
Black-Scholes implied volatilities.
Gradients of the model.
Quick and easy calibration of the model on data.
Dynamic parameter management at project level.
Easy organization of regression results, and creation of latex table.
Automatic production of latex paper with text, tables and figures, with format imitating Journal of Finance, all directly from python code.