Topic: heston Goto Github
Some thing interesting about heston
Some thing interesting about heston
heston,The project aims to compare the effectiveness of the Heston model and WGAN-GP in modeling financial time series data.
User: c1adrien
heston,Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jรคckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.
User: jcfrei
heston,Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
User: jkirkby3
heston,Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
User: lcsrodriguez
Home Page: https://lcsrodriguez.github.io/qf/cutting-edge/
heston,C# pricer that allows users to price a wide range of financial products.
User: metahris
heston,In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.
User: quant-tradingco
Home Page: https://github.com/Quant-TradingCO
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