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Scientific Software
Updated 6 months ago

greeks — Peer-reviewed • Rank 13.8 • Science 93%

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities - Published in JOSS (2024)

Scientific Software · Peer-reviewed
Updated 6 months ago

NMOF • Rank 15.4 • Science 26%

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

Updated 6 months ago

rough_bergomi • Science 28%

A Python implementation of the rough Bergomi model.