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Topic Guides
Theory
Lévy process
Characteristic Function
From Characteristic Function to PDF
Option Pricing
Stochastic Processes
Weiner Process
Poisson Processes
Jump Diffusion Models
CIR process
OU Process
Heston Model and Option Pricing
Heston Model with Jumps
BNS Model
Applications
Volatility Surface
Calibration
Examples
Gaussian Sampling
Poisson Sampling
Heston Volatility Surface
API Reference
Stochastic Process API Reference
Options Calibration and Pricing
Utilities
Stochastic Process API Reference
Reference
Contributing
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Applications
Applications
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Real-world applications of the library
Volatility Surface
Calibration
