PrototypeCommon
ArturSepp/StochVolModels
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
- Owner
- ArturSepp (personal account)
- Stars
- Stars: 240
- Forks
- Forks: 52
- Language
- Python
- License
- MIT
- Created
- 2022
- Topics
- option-pricingpythonquantitative-financestochastic-processesvolatility-modelingheston-modelheston-stochastic-volatilitystochastic-volatilitylognormal-stochastic-volatilityfourier-transform
- Tier
- Prototype (100 to 249 ★) What this tier means
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