Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

pypi.org "Black-Scholes" keyword

stochvolmodels 1.0.17

Implementation of stochastic volatility models for option pricing
16 versions - Latest release: about 2 months ago - 76 downloads last month - 100 stars on GitHub - 1 maintainer

Related Keywords

volatility 1 options 1 Heston 1 Monte-Carlo 1 option-pricing 1 python 1 quantitative-finance 1 stochastic-processes 1 volatility-modeling 1