stochvolmodels
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
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Activity
- Latest release
- 1w ago
- Total releases
- 46
- Cadence
- ~10 days
- Last 12 months
- 15
Reach
- Stars
- 236
Details
- License
- MIT
- First release
- Dec 15, 2022
Releases
| Version | Released | |
|---|---|---|
2.4.1
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2.4.0
minor
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2.3.0
minor
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2.2.0
minor
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2.1.0
minor
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2.0.0
major
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1.4.0
minor
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1.3.0
minor
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1.2.2
patch
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1.2.1
patch
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1.2.0
minor
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1.1.8
patch
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1.1.7
patch
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1.1.6
patch
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1.1.5
patch
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1.1.4
patch
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1.1.3
patch
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1.1.2
patch
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1.1.1
minor
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1.0.30
patch
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1.0.29
patch
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1.0.28
patch
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1.0.27
patch
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1.0.26
patch
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1.0.25
patch
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1.0.24
patch
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1.0.23
patch
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1.0.22
patch
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1.0.21
patch
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1.0.20
patch
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1.0.19
patch
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1.0.18
patch
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1.0.17
patch
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1.0.16
patch
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1.0.15
patch
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1.0.14
patch
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1.0.12
patch
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1.0.11
patch
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1.0.10
patch
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1.0.9
patch
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1.0.8
patch
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1.0.7
patch
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1.0.6
patch
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1.0.5
patch
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1.0.4
patch
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1.0.1
initial
|