GitHub / rsadykhov / stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
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PURL: pkg:github/rsadykhov/stochastic-models
Stars: 19
Forks: 9
Open issues: 0
License: mit
Language: Python
Size: 16.6 KB
Dependencies parsed at: Pending
Created at: over 3 years ago
Updated at: over 1 year ago
Pushed at: about 3 years ago
Last synced at: over 1 year ago
Topics: arithmetic-brownian-motion, brownian-bridge, constant-elasticity-of-variance, feller-square-root-process, geometric-brownian-motion, heston-stochastic-volatility, kou-jump-diffusion, merton-jump-diffusion, monte-carlo-methods, monte-carlo-simulations, ornstein-uhlenbeck-process, variance-gamma-process