rust-dd/stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

语言：Rust · GitHub 星标：196 · Fork：11

话题：black-scholes · calibration · copulas · cuda · derivatives-pricing · fixed-income · fractional-brownian-motion · heston-model

在 GitHub 上查看原仓库