Topic: variance-gamma Goto Github
Some thing interesting about variance-gamma
Some thing interesting about variance-gamma
variance-gamma,Variance Gamma distribution (Python): pdf, cdf, rand and fit.
User: dlaptev
variance-gamma,Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
User: jkirkby3
variance-gamma,A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
User: s-broda
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