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feller-square-root-process

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rsadykhov / stochastic-models

Python code of commonly used stochastic models for Monte-Carlo simulations

monte-carlo-simulations monte-carlo-methods geometric-brownian-motion arithmetic-brownian-motion brownian-bridge feller-square-root-process ornstein-uhlenbeck-process constant-elasticity-of-variance heston-stochastic-volatility variance-gamma-process merton-jump-diffusion kou-jump-diffusion

Updated Jun 4, 2022
Python

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