8000 linsallyzhao (Lin Zhao) · GitHub
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  1. 2018_term_experiment 2018_term_experiment Public

    Monte Carlo for path dependent pricing, FDM class

    C++

  2. earlyobjects-exercises earlyobjects-exercises Public

    All the book examples and my own answers to all the exercises of C++ early objects

    C++ 1

  3. notebooks notebooks Public

    Python code for statistics and machine learning

    Jupyter Notebook

  4. Consisten_calibration_for_Heston Consisten_calibration_for_Heston Public

    Consistent calibration for Heston model using analytical gradients.

    C++

0