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GitHub / open-source-modelling / Metropolis_Hastings_Black_Sholes_ESG
Bayesian maximum likelihood of a Black Sholes stochastic scenario generator.
Stars: 4
Forks: 0
Open Issues: 0
License: mit
Language: Jupyter Notebook
Repo Size: 42 KB
Dependencies:
0
Created: over 1 year ago
Updated: 4 months ago
Last pushed: over 1 year ago
Last synced: about 2 months ago
Topics: actuarial, jupyter-notebook, metropolis-hastings-algorithm, python
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