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lognormal-stochastic-volatility

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ArturSepp / StochVolModels

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

python monte-carlo-simulation option-pricing quantitative-finance stochastic-processes fourier-transform heston-model volatility-modeling stochastic-volatility heston-stochastic-volatility lognormal-stochastic-volatility

Updated Nov 17, 2024
Python

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