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Dániel Boros

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#diffusion models Open access Sep 2026

stochastic-rs: quantitative finance and stochastic process simulation in Rust

stochastic-rs is an open-source Rust library for quantitative finance and stochastic process simulation. It provides 120+ stochastic processes (diffusion, jump, fractional and rough volatility, short-rate, HJM, LMM), option pricing and model calibration (Black-Scholes-Merton, Heston, SABR, rough Bergomi, Lévy, double H...

Dániel Boros · 0 citations
#diffusion models Open access Sep 2026

stochastic-rs: quantitative finance and stochastic process simulation in Rust

stochastic-rs is an open-source Rust library for quantitative finance and stochastic process simulation. It provides 120+ stochastic processes (diffusion, jump, fractional and rough volatility, short-rate, HJM, LMM), option pricing and model calibration (Black-Scholes-Merton, Heston, SABR, rough Bergomi, Lévy, double H...

Dániel Boros · 0 citations
#diffusion models Open access Aug 2026

stochastic-rs: quantitative finance and stochastic process simulation in Rust

stochastic-rs is an open-source Rust library for quantitative finance and stochastic process simulation. It provides 120+ stochastic processes (diffusion, jump, fractional and rough volatility, short-rate, HJM, LMM), option pricing and model calibration (Black-Scholes-Merton, Heston, SABR, rough Bergomi, Lévy, double H...

Dániel Boros · 0 citations

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