Metadata-Version: 2.1
Name: ito_diffusions
Version: 1.0.7
Summary: Library for stochastic process simulation
Home-page: https://github.com/sauxpa/stochastic
Author: Patrick Saux
Author-email: patrick.jr.saux@gmail.com
License: UNKNOWN
Description: ### ito_diffusions
        Libraries for stochastic processes simulation and visualization including:
        * Ito diffusion : Brownian motion, Geometric Brownian motion, Vasicek, CIR...
        * Jump processes : Ito diffusion driven by a Levy process i.e with a jump component with a given intensity and jump size distribution
        * Multidimensional processes, stochastic volatility diffusions (SABR...)
        * Fractional Brownian motion, Karhunen-Loeve expansion, fractional diffusions
        
Platform: UNKNOWN
Requires-Python: >=3.6
Description-Content-Type: text/markdown
