What is this? A Python toolkit for generating sample paths from stochastic differential equations (SDEs) commonly used in financial modeling. It provides a unified interface for 10 process families — ...
Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...
# ☢️ Stochastic Simulation of Probabilistic Decay Pathways Using Discrete Monte Carlo Sampling This project simulates radioactive decay as a stochastic process using discrete-time Monte Carlo sampling ...