Topic: "euler-schemes"
anthonyli01/Advanced-Simulation-Methods
This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
Language: Jupyter Notebook - Size: 1.44 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 2
shill1729/odeSolveR
numerical solver for first order ODE systems via Euler and RK4 schemes
Language: R - Size: 1.01 MB - Last synced at: almost 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0
