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ArturSepp
StochVolModels ArturSepp
31
140
gpl-3.0
3
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
python heston-model option-pricing fourier-transform volatility-modeling quantitative-finance stochastic-processes stochastic-volatility monte-carlo-simulation heston-stochastic-volatility lognormal-stochastic-volatility
Created 2022-08-03
46 commits to main branch, last one 20 days ago