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Sieve estimation of state price density implied by option prices
Python package for calculating the Hermite functions and quantum harmonic oscillator wavefunctions
complexarith is an attempt to model the complex field arithmetic in Java to be used in mathematical developments.
Digital signal processing library including: polynomial fitting, filtering, etc. Where possible API facilitates real-time applications
A Hermite function series module.
Bachelor Thesis: Semi- and nonparametric estimation of price dispersion and auction heterogeneity with eBay auctions
Jacobi, Gegenbauer, Chebyshev of first, second, third, fourth kind, Legendre, Laguerre, Hermite, shifted Chebyshev and Legendre polynomials