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GitHub topics: bates-model

kirillzx/Stochastic-Differential-Equations

📚SDE research and modelling in Finance📚

Language: Jupyter Notebook - Size: 33.7 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 4 - Forks: 0

Related Keywords
backward-kolmogorov-equations 1 bates-model 1 characteristic-functions 1 cos-method 1 european-options 1 heston-model 1 option-pricing 1 stochastic-correlation 1 stochastic-differential-equations 1 stochastic-processes 1