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Projects in Awesome Lists tagged with levy
A curated list of projects in awesome lists tagged with levy .
https://github.com/jkirkby3/fypy
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 financial models to market data.
black-scholes calibration finance fourier heston levy levy-processes option-pricing options-pricing pricing python quant quantitative-finance quantitative-trading sabr stochastic-volatility variance-gamma
Last synced: 14 Oct 2024
https://github.com/stdlib-js/random-streams-levy
Create a readable stream for generating pseudorandom numbers drawn from a Lévy distribution.
continuous javascript levy math mathematics node node-js nodejs prng pseudorandom rand random readable rng seed seedable statistics stats stdlib stream
Last synced: 15 Oct 2024
https://github.com/navarrothiago/ia006
Machine learning course at University of Campinas - 2s2019
aprendizado-de-maquina ia006 inteligencia-artificial levy unicamp
Last synced: 01 Nov 2024