euler-schemes

There are 0 repository under euler-schemes topic.

anthonyli01 / Advanced-Simulation-Methods
This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
acceptance-rejection antithetic-variates control-variates euler-schemes inverse-transform-method milstein monte-carlo stratified-sampling variance-reduction von-neumann derivatives-pricing
Language:Jupyter Notebook 1
shill1729 / odeSolveR
numerical solver for first order ODE systems via Euler and RK4 schemes
ode-solver ode euler-schemes runge-kutta runge-kutta-4 dynamical-systems dynamical-modeling
Language:R

anthonyli01 / Advanced-Simulation-Methods