Antoine Balestrat's repositories
heston-pricing
Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.
still-lifes
Enumerates Conway's Game of Life's "still lifes" (fixed points) via De Bruijn diagrams. Caml light implementation (boo !)
sympy.github.com
SymPy web page
tesvsavefile
A simple Skyrim save file reader
algorithms
A few useful algorithms implemented in various languages
inf421-project
Projet INF421 - École polytechnique
ssvi-calibration
Calibrates an implied vol surface in a SSVI framework
wallstreet
Real time stock and option data.