☆21May 2, 2022Updated 4 years ago
Alternatives and similar repositories for OptionPricing
Users that are interested in OptionPricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"☆25Jun 8, 2026Updated 2 months ago
- Replication material for "Optimal Automatic Stabilizers"☆11Aug 9, 2021Updated 5 years ago
- ☆14Jul 25, 2019Updated 7 years ago
- ☆16Dec 6, 2025Updated 8 months ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆25Jul 15, 2024Updated 2 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆24Jul 22, 2017Updated 9 years ago
- ☆13Jan 10, 2023Updated 3 years ago
- ☆12Apr 4, 2024Updated 2 years ago
- ☆18Jul 22, 2021Updated 5 years ago
- ☆99May 24, 2024Updated 2 years ago
- ☆38Jun 13, 2024Updated 2 years ago
- Time-aware lags and leads in panel data.☆16Nov 18, 2023Updated 2 years ago
- ☆53Oct 24, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Dec 4, 2023Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆14Aug 27, 2024Updated last year
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆48Sep 26, 2023Updated 2 years ago
- Library for solving heterogenous agent models☆23Jun 11, 2025Updated last year
- ☆23Nov 5, 2021Updated 4 years ago
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated last year
- Repository for Micro Risks and (Robust) Pareto Improving Policies☆13Sep 14, 2024Updated last year
- ☆35Aug 20, 2024Updated last year
- This is the numerical approach proposed in the paper "Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach" b…☆13Nov 22, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Summer School on Deep Learning in Economics and Finance☆50Aug 27, 2025Updated 11 months ago
- Continuous-Time Sequence Space Jacobian Code for "Some Pleasant Sequence-Space Arithmetic in Continuous Time"☆21May 28, 2026Updated 2 months ago
- Data from paper: "Benign Effects of Automation: New Evidence from Patent Texts"☆15May 31, 2025Updated last year
- Julia Codes for EC741 at Boston University☆17Dec 6, 2024Updated last year
- Code for "The Trickling Up of Excess Savings" (Auclert, Rognlie, Straub 2023)☆13Feb 27, 2023Updated 3 years ago
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆11Jan 23, 2020Updated 6 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated 2 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆29Aug 25, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Course on local projections for applied macroeconomics☆24Jan 14, 2026Updated 6 months ago
- ☆10Jan 25, 2018Updated 8 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆11Mar 15, 2017Updated 9 years ago
- This is the repository for Global Geopolitical Events Database☆23Jun 22, 2026Updated last month
- Method of Simulated Moments☆12Feb 23, 2022Updated 4 years ago
- ☆22Jul 31, 2025Updated last year
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago