Paolo Montalbano's repositories
PdeFiniteDifferenceSolver
C++/CUDA implementation of the most popular hyperbolic and parabolic PDE solvers
TuringPatterns
C++/CUDA Implementation of the most popular reaction-diffusion dynamics
MarkovModels
Classical models implemented from a Markov operator's perspective
FiniteDifferencePricing
A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
MobileBinomialTreePricer
Binomial Tree Pricer
OnlineOptionPricer
Online option pricer: Black-Scholes calculator
PdeFiniteDifferenceKernels
CUDA kernels for solving the most popular hyperbolic and parabolic PDEs
CudaLightKernels
Collection of CUDA wrappers for a simplified kernel call
AdventOfCode
Taking AoC as an opportunity for learning new programming languages
CmakeUtilities
Small set of CMake utilities
MonopolyMarkovChain
Long-run Markov generator for the popular board game Monopoly
NeuralNetworks
Simple DNN code, adapted from Nielsen