rough-bergomi

Here are 2 public repositories matching this topic...

BianchiGiacomo / deepLearningVolatility

Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime architectures.

deep-learning monte-carlo neural-networks option-pricing quantitative-finance financial-engineering rough-volatility volatility-framework volatility-modeling pythorch rough-heston rough-bergomi

Updated Sep 19, 2025
Python

rayanjoshi / hidden_surface

Star

Numba-accelerated Rough Bergomi volatility model for derivatives pricing. Tested on Tesla (TSLA).

monte-carlo rough-volatility rough-bergomi

Updated Jan 10, 2026
Jupyter Notebook

Improve this page

Add a description, image, and links to the rough-bergomi topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the rough-bergomi topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly