stochastic-volatility
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
A high-performance synthetic financial data generator that uses Heston Stochastic Volatility and Jump Diffusion models.
