Skip to content

feat(diffusion): add HestonProcess — stochastic volatility model with vectorised MC and analytical pricing - #82

Open
hass-nation wants to merge 1 commit into
crflynn:masterfrom
hass-nation:feat/heston-stochastic-volatility
Open

hass-nation wants to merge 1 commit into
crflynn:masterfrom
hass-nation:feat/heston-stochastic-volatility

feat(diffusion): add HestonProcess — stochastic volatility model

8bbdf70
Select commit
Loading
Failed to load commit list.

Workflow runs completed with no jobs