chang-ye-tu

fem

FEniCS code accompanying the paper "Numerical Valuation of Double Barrier Options: The Finite Element Method Approach".

calc

微積分

ka

Code accompanying the papers "Electromagnetic Scattering Problems in Chiral Media", "Inverse Obstacle Scattering Problem of a Perfect Conductor", and "The Monotonicity Approach to Inverse Obstacle Scattering Problem".

ananda

A collection of adaptive computer-assisted learning / memorizing subroutines.

cf

複變函數論

chang-ye-tu.github.io

hedge

Code accompanying the paper "Dynamic Hedging of Options by Deep Learning".

illiquid

Code accompanying the paper "Optimal Asset Allocation under the Liquidity Constraint".

lie

Maxima code accompanying the paper "Note on Merton's Optimal Consumption-Investment Problem".

mycis

MYCIS：健保西醫診所資訊系統（MY Clinical Information System），以 Python 開發。

or

作業研究

reg

Code accompanying the paper "Optimal Insurance Solvency Regulatory Schemes Under the Early Warning System: The Expected Utility Approach".

reinv

Code accompanying the paper "Estimation of Reinvestment Risk in Callable Bonds".