Matlab Toolbox for the Numerical Solution of Stochastic Differential Equ...
A library of noise processes for stochastic systems like stochastic diff...
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic N...
Bayesian Inference and parameter estimation in quant finance.
By means of stochastic volatility models
Zheng Zhao's doctoral dissertation from Aalto University
This repository contains the source code for "Stochastic data-driven mod...
Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physic...
Predicting stock prices using Geometric Brownian Motion and the Monte Ca...