milstein

There are 0 repository under milstein topic.

jkirkby3 / pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
diffusion sde mle mle-estimation simulation monte-carlo maximum-likelihood statistics stochastic-differential-equations fitting estimation python brownian maximum-likelihood-estimation milstein fit sdes likelihood ait-sahalia
Language:Python 41
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