PyPI page
Home page
Author:
Anish Reddy, John Wang, William Qiu, Louie Tam, Michael Adegbite
License:
MIT
Summary:
Efficient numerical calibration of the Heston stochastic volatility model.
Latest version:
0.1.2
Required dependencies:
cupy-cuda12x
|
numpy
|
openpyxl
|
pandas
|
pyfeng
|
scipy
|
statsmodels
Optional dependencies:
pytest
Downloads last day:
4
Downloads last week:
35
Downloads last month:
350