#
cgmy
Here are 2 public repositories matching this topic...
A financial options pricing and analysis library.
fast-fourier-transform option-pricing stochastic-differential-equations jump-diffusion variance-reduction black-scholes monte-carlo-methods implied-volatility derivatives-pricing hyperbolic sabr-model cgmy heston-stochastic-volatility kou-jump-diffusion bates-model carr-madan cev-model
-
Updated
Jul 7, 2025 - Python
Improve this page
Add a description, image, and links to the cgmy topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the cgmy topic, visit your repo's landing page and select "manage topics."