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bsm-model

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InsaneHe / Heston_Model

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a use of the Heston model and BS model part of the paper "沪深300股指期权定价实证研究——基于BS、 CEV、Heston模型的对比分析" (An Empirical Study of CSI 300 Index Option Pricing Based on the BS, CEV and Heston Models). An English README.md in the files, if you need to read English text, click the README_en.md file and read the information about this project.

python heston-model bsm-model
  • Updated Oct 29, 2024
  • Python

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