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Showing 1-1 of 1 ranked candidates matching "heston"

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StochVolModels

PROMISING · 65TRUST · 77SAFE · REVIEWEDFINANCE

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

$ npx skills add ArturSepp/StochVolModels
223 stars43 quality77 trustReviewed with permission notes5mo since pushNeeds review

Scenario Finance and quant

CLI + Codex · 4 targets

pythonfinance
by ArturSeppDetailsQuick view