Ecosyste.ms: Packages

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pypi.org "Heston" 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 Black-Scholes 1 Monte-Carlo 1 option-pricing 1 python 1 quantitative-finance 1 stochastic-processes 1 volatility-modeling 1