PyPI page
Home page
Author:
Artur Sepp
Summary:
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
Latest version:
2.5.0
Required dependencies:
matplotlib
|
numba
|
numpy
|
pandas
|
scipy
|
seaborn
|
vanilla-option-pricers
Optional dependencies:
furo
|
ipykernel
|
ipywidgets
|
jupyter
|
jupyterlab
|
myst-parser
|
notebook
|
option-chain-analytics
|
plotly
|
qis
|
scikit-learn
|
sphinx
|
sphinxcontrib-mermaid
|
statsmodels
|
stochvolmodels
Downloads last day:
37
Downloads last week:
164
Downloads last month:
339
7-day smoothing