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HaroldRKingsberg
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MLMC
Multi-level Monte Carlo simulation of option pricing
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Epsilon input for std MC and MLMC
#12
mtran2011
opened
7 years ago
1
Histogram Plots
#11
petercwill
opened
7 years ago
1
Modify NaiveMCOptionSolver to run until epsilon is achieved
#10
petercwill
opened
7 years ago
0
Level algorithm
#9
HaroldRKingsberg
closed
7 years ago
10
Naive MC method correctness
#8
HaroldRKingsberg
closed
7 years ago
10
Double Check Stock Walk Price
#7
petercwill
closed
7 years ago
8
Is check_vanilla_mc a test?
#6
HaroldRKingsberg
closed
7 years ago
3
Multiprocessing Random Number Weirdness
#5
petercwill
closed
7 years ago
2
adding a good resource for the numerical solutions
#4
petercwill
closed
7 years ago
0
Good pdf
#3
petercwill
closed
7 years ago
0
deleting duplicate files
#2
petercwill
closed
7 years ago
0
Minor refactor
#1
petercwill
closed
7 years ago
0