A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
Appears on
Quick read
Latest capture 2026-10-17 03:03
Archive status reflects the last catalog sync, not a maintenance assessment. Check recent releases, issue responses, and fit for your project with the repository shortlisting checklist.
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
51 observed captures since 2026-08-16. Observed captures are shown by default.
Stars from first capture +1
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.
A Python implementation of the rough Bergomi model.
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
No description.
No description.
