Ecosyste.ms: Packages
An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.
juliahub.com : CharFuncPricing
Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as the Heston stochastic volatility model.
Registry
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Source
- Documentation
- JSON
purl: pkg:julia/CharFuncPricing
License: MIT
Latest release: over 1 year ago
First release: over 3 years ago
Stars: 4 on GitHub
Forks: 1 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 23 days ago