levy-processes topic

Collection of notebooks about quantitative finance, with interactive python code.

cantaro86

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

jkirkby3

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...

jkirkby3

using the Inverse-Transform method to speed up options pricing simulations in R

chicago-joe

Constrained Levy Exploration (CLE) generates a scanpath computing eye movements as Levy flight on a saliency map.

phuselab