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Top 2 stochastic-volatility-models open source projects
pmh-tutorial
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
✭ 23
r
python
matlab
tutorial
monte-carlo
particle-filter
system-identification
stochastic-volatility-models
cran-r
state-space-model
particle-metropolis-hastings
PROJ Option Pricing Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
✭ 85
matlab
options
monte-carlo
derivatives
option-pricing
quantitative-finance
american-options
jump-diffusion
stochastic-volatility-models
black-scholes
fourier-transform
sabr
european-options
levy-processes
heston-model
asian-option
bermudan-option
lookback-option
variance-swap
barrier-option
quant-finance
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stochastic-volatility-models projects