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Search: stochPathSim

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AIM-IT4/stochPathSim

GitHub Python MIT License

Stochastic path simulation, derivatives pricing and risk analytics in Python: Heston, Hull-White, G2++, CIR, Merton, SABR, Monte Carlo pricing, exposure/CVA and backtesting.

★ 15 Forks 6 AIM-IT4 Updated 17 Oct 2026

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