[资源介绍]
GitHub - welcra/fsynth: High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.
High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion. - welcra/fsynth
- fsynth - 使用 Heston 随机波动率和 Merton 跳跃扩散模型生成高保真无限合成金融数据的 Python 库。