GitHub / open-source-modelling / correlated_brownian_motion_python

Generate correlated Brownian motions in JavaScript.

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PURL: pkg:github/open-source-modelling/correlated_brownian_motion_python

Stars: 2
Forks: 1
Open issues: 0

License: mit
Language: Python
Size: 38.1 KB
Dependencies parsed at: Pending

Created at: over 3 years ago
Updated at: over 2 years ago
Pushed at: over 1 year ago
Last synced at: over 1 year ago

Topics: actuarial, actuarial-modeling, algorithms, brownian-motion, differential-equations, finance, matrix, python

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