Add StochVolModels (#497)

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Artur Sepp
2026-07-22 19:43:50 +02:00
committed by GitHub
parent 01c33bc4d9
commit 81a67bcf3a
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@@ -58,6 +58,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [pyfin](https://github.com/opendoor-labs/pyfin) - `Python` - Basic options pricing in Python. *ARCHIVED*.
- [vollib](https://github.com/vollib/vollib) - `Python` - vollib is a python library for calculating option prices, implied volatility and greeks.
- [py_vollib](https://github.com/vollib/py_vollib) - `Python` - vollib Python implementation.
- [StochVolModels](https://github.com/ArturSepp/StochVolModels) - `Python` - Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model.
- [QuantPy](https://github.com/jsmidt/QuantPy) - `Python` - A framework for quantitative finance In python.
- [Finance-Python](https://github.com/alpha-miner/Finance-Python) - `Python` - Python tools for Finance.
- [ffn](https://github.com/pmorissette/ffn) - `Python` - A financial function library for Python.