Heston Model Python Packages

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

quantflow

Quantitative finance and derivative pricing

stochvolmodels

Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python

voltorch

Differentiable option pricing and volatility surfaces in PyTorch — Heston, Bates, Merton, Variance Gamma via Fourier-COS; SVI/SABR surfaces; rough Bergomi. Greeks from autograd, calibration by gradient descent.

velesquant

Quant libraty with pricing power of C++ wrapped inside python classes

fsynth

High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.

tensorquantlib

Comprehensive quantitative finance library with tensor-train compression, autodiff, and stochastic models

ito

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.

stochastic-py

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.