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stochastic-rs-quant 2.5.4
Quantitative finance: pricing, calibration, vol surfaces, instruments.
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..
bsm
cgmysv
engines
fourier
heston_stoch_corr
malliavin_greeks
malliavin_thalmaier
sabr
asian.rs
autocallable.rs
barrier.rs
basket.rs
bermudan.rs
bjerksund_stensland.rs
breeden_litzenberger.rs
cf_quadrature.rs
cgmysv.rs
chooser.rs
cliquet.rs
compound.rs
digital.rs
dupire.rs
engines.rs
execution_cost.rs
finite_difference.rs
heston.rs
kirk.rs
lookback.rs
malliavin_gbm.rs
merton_jump.rs
pnl.rs
rainbow.rs
rbergomi.rs
regime_switching.rs
slv.rs
snell_envelope.rs
spread.rs
variance_swap.rs