stochos

Stochastic processes for Monte Carlo simulations

Name		Name	Last commit message	Last commit date
Latest commit History 20 Commits
cmd		cmd
.gitignore		.gitignore
.golangci.yml		.golangci.yml
LICENSE		LICENSE
Makefile		Makefile
README.md		README.md
distribution.go		distribution.go
distribution_test.go		distribution_test.go
drift.go		drift.go
drift_test.go		drift_test.go
geometric_brownian.go		geometric_brownian.go
go.mod		go.mod
go.sum		go.sum
local_volatility.go		local_volatility.go
numéraire.go		numéraire.go
process.go		process.go
process_test.go		process_test.go
time_grid.go		time_grid.go
time_grid_test.go		time_grid_test.go
volatility_surface.go		volatility_surface.go
volatility_surface_test.go		volatility_surface_test.go

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