Pricing derivatives using the explicit finite-difference method
☆13Jul 15, 2016Updated 9 years ago
Alternatives and similar repositories for FiniteDifference_Pricing
Users that are interested in FiniteDifference_Pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆12Jun 11, 2018Updated 7 years ago
- Black Scholes PDE to calculate Option price and Greek Letter☆11Jun 13, 2021Updated 4 years ago
- Extracts static code features from opencl kernels to be used for machine learning.☆10Apr 30, 2021Updated 4 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- ☆14Jun 20, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆23Nov 8, 2020Updated 5 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years ago
- ☆17Mar 26, 2018Updated 8 years ago
- 自己建的交易系统框架☆22Nov 29, 2021Updated 4 years ago
- A nim module to handle polynomials☆13Jun 7, 2022Updated 3 years ago
- Solving high-dimensional Partial Differential Equations with Deep Learning☆27Jul 23, 2019Updated 6 years ago
- Julia enum made nicer☆10May 28, 2020Updated 5 years ago
- F# High Performance published by Packt☆10Jan 14, 2021Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- This repository contains the agent-based stock market model☆25Feb 19, 2018Updated 8 years ago
- Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning…☆11Jun 3, 2022Updated 3 years ago
- ☆10Dec 1, 2020Updated 5 years ago
- [DEPRECATED] Statistics & Numerical algorithms implemented in Julia.☆12Nov 25, 2022Updated 3 years ago
- Mojo 🔥 Language Syntax Highlighting for Vim☆16Feb 28, 2026Updated 3 weeks ago
- Learning to optimize (L2O) package that provides basic functionalities to help fit proxy models for optimization.☆15Apr 1, 2025Updated 11 months ago
- A spiking neural network based on the LIF neuron model to detect genre of given song☆20Dec 16, 2017Updated 8 years ago
- This is the PyNN code used in the paper titled "Multilayer Spiking Neural Network for audio samples classification using SpiNNaker", whic…☆32Dec 7, 2021Updated 4 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆13May 24, 2018Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Pachyderm/MLeap team up to provide versioned datasets + models☆10Jun 7, 2017Updated 8 years ago
- Code to solve linear bilevel problems using different methods☆14Mar 14, 2023Updated 3 years ago
- Algorithm for Fast Security-Constrained Optimal Power Flow through Low-Impact and Redundancy Screening☆12Aug 5, 2025Updated 7 months ago
- A Synthesizable implementation of H.264 Video Decoding☆36Mar 2, 2016Updated 10 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 5 years ago
- Rodinia Benchmark Suite for OpenCL-based FPGAs☆31Apr 11, 2023Updated 2 years ago
- ☆10Aug 9, 2022Updated 3 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 9 months ago
- Huzita-Hatori axioms for origami, implemented using 2D projective geometric algebra.☆12Feb 5, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Julia interface for MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization☆14Updated this week
- Project to drive a Elgato Stream Deck in a sort of configurable way☆12Feb 18, 2026Updated last month
- Solar + battery powered 4G LTE mesh nodes☆13Dec 15, 2019Updated 6 years ago
- I doesn't find examples in internet, so I wrote it and I gonna show you how to do that☆10Jan 20, 2025Updated last year
- CS230 Project: Deep Learning for PDE☆40Jun 10, 2018Updated 7 years ago
- The source for pimbook.org☆18Feb 24, 2023Updated 3 years ago
- Data Science from Scratch Implemented in Swift☆19Jul 24, 2020Updated 5 years ago