Comparing Python and Julia implementations of the Heston-CLV 2D PDE.
The code given is clearly not meant for production, and very raw, i.e. experimental.
Comparing Python and Julia implementations of the Heston-CLV 2D PDE
Comparing Python and Julia implementations of the Heston-CLV 2D PDE.
The code given is clearly not meant for production, and very raw, i.e. experimental.
Comparing Python and Julia implementations of the Heston-CLV 2D PDE
Apache License 2.0