PyFE/PyFENG

Issues

• implied volatility problem

  #176 opened 6 months ago by aupilot
  1

• Numpy asscalar deprecation

  #163 opened 2 years ago by JordanPlatts
  0

• SabrMcExactCai2017

  #86 opened 2 years ago by jaehyukchoi
  0

• Better to fix random number seed (`rn_seed`) by default?

  #140 opened 2 years ago by jaehyukchoi
  0

• Quadrature from moments

  #138 opened 2 years ago by jaehyukchoi
  0

• Asian option creator to Basket option class

  #136 opened 3 years ago by jaehyukchoi
  0

• Add function cache / memoization

  #118 opened 3 years ago by jaehyukchoi
  1

• OusvIft is not accurate.

  #51 opened 3 years ago by jaehyukchoi
  0

• Oosterlee's COS method for European Option

  #127 opened 3 years ago by jaehyukchoi
  0

• Abate & Whitt algorithm

  #126 opened 3 years ago by jaehyukchoi
  0

• Implement options on realized variance

  #99 opened 3 years ago by jaehyukchoi
  0

• Implement approximate IV for the Heston and 3/2 models

  #98 opened 3 years ago by jaehyukchoi
  0

• Mgf2Mom improvement

  #83 opened 3 years ago by jaehyukchoi
  0

• Improve moments-related methods

  #56 opened 4 years ago by jaehyukchoi
  0

• Option model based on inverse Gaussian

  #14 opened 4 years ago by jaehyukchoi
  0

• `BsmDisp` bug

  #23 opened 4 years ago by jaehyukchoi
  0

• Improve InvGam model

  #15 opened 4 years ago by jaehyukchoi
  0

• Make BsmNdMc and OptMaABC to handle a single asset case.

  #16 opened 4 years ago by jaehyukchoi
  0