Projects in Awesome Lists tagged with levy-process
A curated list of projects in awesome lists tagged with levy-process .
https://github.com/mschauer/bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
bayesian-inference brownian-motion diffusion diffusion-processes gamma-process julia levy-process mcmc ornstein-uhlenbeck sde simulating-diffusion-bridges stochastic-differential-equations vasicek
Last synced: 22 Aug 2025
https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
algorithmic-trading computational-finance european-options financial-engineering levy-models levy-process levy-processes mathematical-finance mathematical-modelling monte-carlo-simulation monte-carlo-simulations option-pricing options-trading r r-language r-programming
Last synced: 30 Jul 2025
