Jump Diffusion Python Packages

goal-based-allocation

Semi-analytical dynamic mean-variance allocation and terminal-wealth risk under regime-switching jump-diffusions

ajdmom

Closed-Form Moment Derivation for Affine Jump Diffusions with State-Independent Jump Intensities

jump-diffusion-estimation

Functions to work with Jump-Diffusion processes

jumpdiff

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

bsm-pricer

European option pricing under Black-Scholes-Merton: prices, Greeks, implied volatility, and sensitivity surfaces. Typed, tested, NumPy-only — no SciPy, so it runs in a browser. The published document shows where the model breaks, generating a volatility smile and inverting it.