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Search results for python levy processes

levy-processes x

3 search results found

Financial Models Numerical Methods ⭐ 5,086

Collection of notebooks about quantitative finance, with interactive python code.

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.

Constrained Levy Exploration (CLE) generates a scanpath computing eye movements as Levy flight on a saliency map.

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