Library for stochastic process simulation
Project description
ito_diffusions
Libraries for stochastic processes simulation and visualization including:
- Ito diffusion : Brownian motion, Geometric Brownian motion, Vasicek, CIR...
- Jump processes : Ito diffusion driven by a Levy process i.e with a jump component with a given intensity and jump size distribution
- Multidimensional processes, stochastic volatility diffusions (SABR...)
- Fractional Brownian motion, Karhunen-Loeve expansion, fractional diffusions
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
ito_diffusions-1.0.5.tar.gz
(1.2 kB
view hashes)
Built Distribution
Close
Hashes for ito_diffusions-1.0.5-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | dc21772aa280c0d3a9ec055a83fc05001f19a01e1b8ff7bf73e88569a150feed |
|
MD5 | c505d5d8e42957be81a0a45eac99f89e |
|
BLAKE2b-256 | b78298cc3d860003b1d0e594f30da0d66c7910842af3b5197a12e83c9fff88a1 |