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  1. py_exotic_options py_exotic_options Public

    Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.

    Jupyter Notebook 5

  2. pyscarcopula pyscarcopula Public

    Python library for modelling complex multivariate dependencies using stochastic copulas

    Python

  3. Statistics-for-stochastic-processes Statistics-for-stochastic-processes Public

    Some statistical method in diffusion stochastic processes. Numerical schemes and parameter estimation

    Jupyter Notebook