1.8k
stochastic-rs
rust-dd/stochastic-rs
Quantitative finance: 130+ stochastic processes, option pricing and calibration, volatility surfaces and copulas, SIMD/GPU accelerated with Python bindings.
- quant
- quantitative-finance
- rust
- stochastic-processes
- malliavin-calculus
- black-scholes
- calibration
- copulas
- On crates.io
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