Stochastic Volatility 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.

stochvolmodels

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

financialkit

Quantitative-finance toolkit for learning and teaching: options, fixed income, rates, credit, Monte Carlo, PDE, stochastic volatility, risk, portfolios -- built on numpy/scipy.

fsynth

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

quantspt

Stochastic Portfolio Theory toolkit for quantitative finance — functionally generated portfolios, relative arbitrage, excess growth optimization.

stochastic-py

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