ArturSepp / StochVolModels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

ArturSepp
ArturSepp
Date Created 2022-08-03 (2 years ago)
Commits 54 (last one 2 months ago)
Stargazers 154 (0 this week)
Watchers 5 (0 this week)
Forks 32
License gpl-3.0
Ranking

RepositoryStats indexes 630,459 repositories, of these ArturSepp/StochVolModels is ranked #226,494 (64th percentile) for total stargazers, and #323,396 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #41,772/128,655.

ArturSepp/StochVolModels is also tagged with popular topics, for these it's ranked: python (#10,376/23362),  quantitative-finance (#121/210)

Other Information

Homepage URL: https://github.com/ArturSepp/StochVolModels

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54 commits on the default branch (main) since jan '22

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Languages

The only known language in this repository is Python

PythonPython

updated: 2025-03-14 @ 06:13am, id: 520908687 / R_kgDOHwxvjw