Machine Learning Probabiliste (MLP)
Exponential Ornstein-Uhlenbeck volatility
Log-normal mean-reverting stochastic volatility model.
Stochastic Alpha Beta Rho
Log-normal SABR volatility model.
Cox-Ingersoll-Ross volatility
Noncentral chi-squared mean-reverting stochastic volatility model.
Rough Bergomi volatility
Log-Riemann-Liouville stochastic volatility model.
Subordinated jump process
Log-Variance-Gamma model.
Subordinated jump process
Log-Normal-Inverse-Gaussian model.