#

cir-process

Here are 2 public repositories matching this topic...

Alpha-Park / genpark-heston-stochastic-volatility-cir-process-skill

Heston two-factor stochastic volatility model with Cox-Ingersoll-Ross (CIR) variance and Feller condition checking

mcp option-pricing quantitative-finance python-standard-library heston-model stochastic-volatility volatility-surface agent-skills cir-process feller-condition correlated-brownian

Updated Sep 28, 2026
Python

alphaparkinc / genpark-heston-stochastic-volatility-cir-process-skill

Heston two-factor stochastic volatility model with Cox-Ingersoll-Ross (CIR) variance and Feller condition checking

mcp option-pricing quantitative-finance python-standard-library heston-model stochastic-volatility volatility-surface agent-skills cir-process feller-condition correlated-brownian

Updated Sep 28, 2026
Python

Add this topic to your repo

To associate your repository with the cir-process topic, visit your repo's landing page and select "manage topics."