# A Rust library for probabilistic programming.
- 期权类模型计算结果都已和此网站校验过 model calibration website: https://www.barchart.com/options/options-calculator
- option price model include:
- bsm
- barone whaley
- mont carlo
- binomial tree
- others:
- kalman filter
- resample no put back
- jacobin for mul-var vec