Topic: levy-processes Goto Github
Some thing interesting about levy-processes
Some thing interesting about levy-processes
levy-processes,A Quantitative Finance Engineering Project
User: 59alireza59
Home Page: https://github.com/59alireza59/Quantitative-Finance
levy-processes,Collection of notebooks about quantitative finance, with interactive python code.
User: cantaro86
levy-processes,using the Inverse-Transform method to speed up options pricing simulations in R
User: chicago-joe
levy-processes,Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
User: jkirkby3
levy-processes,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
levy-processes,Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.
User: mrktn
levy-processes,Constrained Levy Exploration (CLE) generates a scanpath computing eye movements as Levy flight on a saliency map.
Organization: phuselab
Home Page: http://phuselab.di.unimi.it/
levy-processes,functions and scripts for the course Computational Finance a.c. 2016/2017
User: skiamu
levy-processes,Computational methods for simulating Lévy processes written in Julia
User: thargreaves
levy-processes,Calcul d'une date de premier prélèvement selon une bande de prélèvement exprimée en jours légaux (ouvrés, ouvrables, calendaire, etc...)
User: valbou
levy-processes,Pricing TARN Using Numerical Methods
User: vbandelier
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