GitHub / ArturSepp / StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
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PURL: pkg:github/ArturSepp/StochVolModels
Stars: 167
Forks: 35
Open issues: 0
License: gpl-3.0
Language: Python
Size: 10.2 MB
Dependencies parsed at: Pending
Created at: almost 3 years ago
Updated at: 5 days ago
Pushed at: 5 days ago
Last synced at: 4 days ago
Commit Stats
Commits: 25
Authors: 3
Mean commits per author: 8.33
Development Distribution Score: 0.52
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/ArturSepp/StochVolModels
Topics: fourier-transform, heston-model, heston-stochastic-volatility, lognormal-stochastic-volatility, monte-carlo-simulation, option-pricing, python, quantitative-finance, stochastic-processes, stochastic-volatility, volatility-modeling