gituliar / kwinto-cudaLinks
Finite-difference option pricer for GPU
☆12Updated last year
Alternatives and similar repositories for kwinto-cuda
Users that are interested in kwinto-cuda are comparing it to the libraries listed below
Sorting:
- Designing bridge trusses with Pytorch autograd☆61Updated 2 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆47Updated 7 months ago
- Monte Carlo Submission Examples☆17Updated last year
- Implementation of "The Metropolis Algorithm: Theory and Examples"☆34Updated 2 months ago
- time-series☆17Updated 2 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆25Updated 5 years ago