Python code of commonly used stochastic models for Monte-Carlo simulations

A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.

🧑🏻‍💻 Multivariate Time Series Modelling with Neural SDE driven by Jump Diffusion

This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.