This project forked from mfrdixon/gp-cva
Sudo conda install -c anaconda mkl After this, install pytorch and torchvision:
sudo conda install -c pytorch pytorch==1.0.0 torchvision
then pip3 install gpytorch
For Notebook 6 on Heston: First install GSL e.g. "apt install libgsl-dev" in Ubuntu Then install PyHeston "pip install git+https://github.com/junyanxu/Python-Heston-Option-Pricer.git" after installing GSL
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