Skip to content
#

stochastic

Here are 269 public repositories matching this topic...

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

  • Updated Sep 12, 2026
  • Rust

Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with differential equations and scientific machine learning (SciML)

  • Updated Sep 13, 2026
  • Julia

Add this topic to your repo

To associate your repository with the stochastic topic, visit your repo's landing page and select "manage topics."

Learn more