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HyperVolatility
HyperVolatility
HyperVolatility is Vito Turitto’s personal project. It provides quantitative research on financial markets and in particular on commodities. The most common topics are volatility modeling, financial computation, quantamental analytics, machine and deep learning
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The Pricing of Commodity Options

The present research will prove particularly useful to option traders. The analysis proposed by the HyperVolatility Team will explain, in a few bullet points, how the most popular commodity options pricing models behave and what the practical divergences in terms of…