Illustration drawn by RepoMasters from the repo’s ID and its language color. Credits
PrototypeCommon

Dagalon/PyStochasticVolatility

This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.

Owner
Dagalon (personal account)
Stars
Stars: 136
Forks
Forks: 37
Language
Python
License
None
Created
2020
Tier
Prototype (100 to 249 ★) What this tier means
View on GitHub

Nearby in Python

All Python repos