quantlib.models.equity¶
Modules
Bates stochastic-volatility model |
|
Simulation of Double Exponential Joint Diffusion model |
|
Heston model for the stochastic volatility of an asset |
Modules
Bates stochastic-volatility model |
|
Simulation of Double Exponential Joint Diffusion model |
|
Heston model for the stochastic volatility of an asset |