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Topic Guides
Theory
Lévy process
Characteristic Function
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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
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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
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Applications
Applications
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Real-world applications of the library
Volatility Surface
Calibration
