jump-diffusion topic

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

jkirkby3

Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with differential equations and scientific machine learning (SciML)

SciML

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

LRydin

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

jirotubuyaki