levy-processes topic
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
fypy
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 financi...
Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
CLE
Constrained Levy Exploration (CLE) generates a scanpath computing eye movements as Levy flight on a saliency map.