JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
Hedging options by using Monte Carlo simulations or real data
Closed-Form Moment Derivation for Affine Jump Diffusions with State-Independent Jump Intensities
Numerical integration of SDEs with variance reduction methods for Monte Carlo simulation
Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)
A Python/C++ implementation of the Merton Jump Diffusion model using Monte Carlo simulation to generate stochastic equity price paths.
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