Skip to content

Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.

Notifications You must be signed in to change notification settings

arjundhatt13/jumpdiffusion

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

3 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

About

Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages