Volatility Modelling Toolkit

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  • License: BSD License (BSD-3-Clause)
  • Author: Thijs van den Berg
  • Tags gaussian mixture , implied , volatility
  • Requires: Python <3.13, >=3.9
  • Provides-Extra: docs
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volkit

CI Coverage Docs License Python versions PyPI version Code style: black

A powerfull lightweight toolkit for option pricing, implied volatility, and Greeks.

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  • License: BSD License (BSD-3-Clause)
  • Author: Thijs van den Berg
  • Tags gaussian mixture , implied , volatility
  • Requires: Python <3.13, >=3.9
  • Provides-Extra: docs
Classifiers

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This version

0.2.1

0.2.0

0.1.6

0.1.5

0.1.4

0.1.3

0.1.2

0.1.1

0.1.0

0.0.3

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