GitHub - khrapovs/diffusions: Simulation and estimation of Stochastic Diffusion models

Affine Diffusions

Simulation and estimation of Affine Diffusion models.

pip install git+git://github.com/khrapovs/diffusions

Name		Name	Last commit message	Last commit date
Latest commit History 249 Commits
diffusions		diffusions
docs		docs
examples		examples
tests		tests
.gitattributes		.gitattributes
.gitignore		.gitignore
.travis.yml		.travis.yml
LICENSE.md		LICENSE.md
README.rst		README.rst
models.lyx		models.lyx
models.pdf		models.pdf
requirements.txt		requirements.txt
setup.py		setup.py