Levy Models
===========

The `levy_models` module provides a collection of stochastic models for option pricing.

Modules
-------

- **geometric_brownian_motion.py:** Implements the geometric Brownian motion (GBM) model.
- **constant_jump_diffusion.py:** Implements the constant jump-diffusion (CJD) model.
- **lognormal_jump_diffusion,py:** Implements the lognormal jump-diffusion (LJD) model.
- **double_exponential_jump_diffusion.py:** Implements the double-exponential jump-diffusion (DEJD) model.
- **variance_gamma.py:** Implements the Variance Gamma (VG) model.

Classes
-------

Below are the key classes defined in this module:

**GeometricBrownianMotion**
~~~~~~~~~~~~~~~~~~~~~~~~~~~

    Implements the GBM stochastic process for modeling asset prices.

.. automodule:: quantmetrics.levy_models.geometric_brownian_motion
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**ConstantJumpDiffusion**
~~~~~~~~~~~~~~~~~~~~~~~~~

    Implements the constant jump diffusion model.

.. automodule:: quantmetrics.levy_models.constant_jump_diffusion
    :members:
    :undoc-members:
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**LognormalJumpDiffusion**
~~~~~~~~~~~~~~~~~~~~~~~~~~

    Implements the lognormal jump-diffusion model.

.. automodule:: quantmetrics.levy_models.lognormal_jump_diffusion
    :members:
    :undoc-members:
    :show-inheritance:

**DoubleExponentialJumpDiffusion**
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

    Implements the double-exponential jump-diffusion model.

.. automodule:: quantmetrics.levy_models.double_exponential_jump_diffusion
    :members:
    :undoc-members:
    :show-inheritance:

**VarianceGamma**
~~~~~~~~~~~~~~~~~
    Implements the Variance Gamma model for stochastic processes.

.. automodule:: quantmetrics.levy_models.variance_gamma
    :members:
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    :show-inheritance: