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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
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Volatility Surface
Hurst Exponent
Calibration
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Gaussian Sampling
Poisson Sampling
Heston Volatility Surface
API Reference
Stochastic Process
Weiner process
Poisson process
Compound Poisson
OU Processes
CIR
Jump diffusions
Heston process
Option Pricing
VolSurface
Timeseries Analysis
OHLC
Paths
Data fetching
Utils
Marginal1D
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Applications
Applications
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Real-world applications of the library
Volatility Surface
Hurst Exponent
Calibration
