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stochastic-local-volatility

Here are 2 public repositories matching this topic...

UnifiedVol

asancdec / UnifiedVol

C++20 quantitative finance library for volatility surface modelling and derivatives pricing.

option-pricing ceres nlopt computational-finance financial-engineering sabr svi sabr-model quant-finance volatility-surface heston-stochastic-volatility local-volatility-model sqp-optimization stochastic-local-volatility rough-heston

Updated Feb 19, 2026
C++

MDTSH / mcp_excel

Mathema Calculation Plus - Excel

monte-carlo-simulation quantitative-finance financial-library financial-mathematics derivatives-pricing options-pricing financial-modeling structured-products volatility-modeling yield-curves stochastic-volatility local-volatility fx-volatility stochastic-local-volatility ficc-derivatives fxoptions-pricing fx-volatility-surface pyxll-excel-fiancial financial-excel-template

Updated Sep 23, 2025
Python

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