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Search results for monte carlo numerical methods
monte-carlo
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4 search results found
Hdp
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18
A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
Numericalalgorithms.jl
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10
[DEPRECATED] Statistics & Numerical algorithms implemented in Julia.
Numerical Methods Lecture
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9
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
Random Science
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5
Fun simulations and numerical calculations for the everyday physicist.
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