Stanley W. Shen 沈暐珉's repositories
channelflow
Channelflow is a software system for numerical analysis of the incompressible fluid flow in channel geometries, written in C++ and MPI-parallelized.
Language:C++GPL-2.0000
NTU_MS_Thesis-WEI-MIN-SHEN
National Taiwan University Master's Thesis Template (Latex + Word)
Language:TeX000
PyStochasticVolatility
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
Language:Python000