8000 RyanTmi (Ryan) · GitHub
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  1. dbdp dbdp Public

    Deep learning schemes for solving high-dimensional nonlinear PDEs. Relying on the classical BSDE representation of PDEs.

    Jupyter Notebook

  2. py-mlmc py-mlmc Public

    Implementation and testing of multi-level Monte Carlo (MLMC) methods and finite difference methods (FDM) for numerical simulations in finance.

    Jupyter Notebook

  3. pyde-fem pyde-fem Public

    Python package for mesh manipulations, solving PDEs using FEM.

    Python 1

  4. quant-forge quant-forge Public

    Quant Forge is an open-source Python library for quantitative finance, offering modular tools for pricing, simulation, calibration, and analysis of financial instruments.

    Python

  5. Qurb Qurb Public

    A C++ game engine built from scratch.

    C++

0