This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
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Updated
Feb 27, 2024 - Jupyter Notebook
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implied
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Gouant is a Go library for calculating option pricing and Greeks using the Black-Scholes model. It provides comprehensive functionality for options pricing, including price calculation, implied volatility, and option Greeks.
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Updated
Nov 20, 2024 - Go
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