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rough-bergomi

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QuantScenarioBench /qsb-rough-bergomi QuantScenarioBench — Rough Bergomi Benchmark Dataset This dataset is a representative benchmark sample generated by QuantScenarioBench, a JAX-native framework for reproducible stochastic market scenario generation. It contains 10,000 independent simulation paths under the Rough Bergomi model over 252 daily time steps (1 year horizon). Each path includes both the asset price trajectory (observation) and the instantaneous variance trajectory (latent state). Need a larger or… See the full description on the dataset page: https://huggingface.co/datasets/QuantScenarioBench/qsb-rough-bergomi.tabular10K<n<100K0 likes13 downloads3mo agoHugging Face