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Top 2 vasicek open source projects

optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
✭ 121
C++MakefilecshellM4optionsmonte-carlofinancialquantlibderivativesquantitative-financefuturesfinancial-analysiscurrency-exchangeblack-scholesfinancial-engineeringswapsoptions-tradingheston-modelspreadsoptions-pricingterm-structure-modelsvasicek
Bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
✭ 99
Jupyter Notebookjuliarbayesian-inferencesdemcmcstochastic-differential-equationsdiffusionornstein-uhlenbeckbrownian-motionlevy-processvasicekdiffusion-processessimulating-diffusion-bridgesgamma-process
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