Skip to content
#

levy

Here are 24 public repositories matching this topic...

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.

  • Updated Apr 22, 2024
  • Python

Improve this page

Add a description, image, and links to the levy topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the levy topic, visit your repo's landing page and select "manage topics."

Learn more