https://github.com/dkahdian/heston

A stochastic Monte Carlo model for testing the Heston model for Brownian Motion of asset prices
https://github.com/dkahdian/heston

jupyter-notebook stochastic-calculus web-assembly

Last synced: 3 months ago
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A stochastic Monte Carlo model for testing the Heston model for Brownian Motion of asset prices

• Host: GitHub
• URL: https://github.com/dkahdian/heston
• Owner: dkahdian
• Created: 2025-08-05T20:09:00.000Z (6 months ago)
• Default Branch: main
• Last Pushed: 2025-08-06T04:52:45.000Z (6 months ago)
• Last Synced: 2025-08-06T06:19:54.501Z (6 months ago)
• Topics: jupyter-notebook, stochastic-calculus, web-assembly
• Language: Jupyter Notebook
• Homepage: https://heston.kahdian.com/
• Size: 136 KB
• Stars: 0
• Watchers: 0
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
Heston Monte Carlo Simulator

An interactive web application modeling the Heston stochastic volatility process for asset pricing using Monte Carlo simulations

The app enables user-defined inputs (e.g., vol of vol, mean reversion rate, asset price), plotted sample paths, and computed statistical averages across trials

The simulation is implemented using Pyodide; and Plotly.js is used to visualize the result.