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Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Created 2017-11-17
135 commits to master branch, last one about a year ago
Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with differential equations and scientific machine learning (SciML)
Created 2017-02-04
1,545 commits to master branch, last one 19 days ago
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
Created 2020-03-19
81 commits to master branch, last one about a year ago