DanieleMDiNosse/HestonModel
Implementation in Python of the Heston Model for pricing options. Not the best or the fastest (or pythonic) of codes, but it works pretty good for the purposes it was thought, i.e. a university exam
PythonGPL-3.0
Implementation in Python of the Heston Model for pricing options. Not the best or the fastest (or pythonic) of codes, but it works pretty good for the purposes it was thought, i.e. a university exam
PythonGPL-3.0