ParvizRZ

Pinned Repositories

• StochVolModels

  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

  Language:Python1444231

• numbalsoda

  Python wrapper of LSODA (solving ODEs) which can be called from within numba functions.

  Language:Jupyter Notebook921289

ParvizRZ's Repositories