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QuantEcon
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SimpleDifferentialOperators.jl
Library for simple upwind finite differences
MIT License
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Tag a new release (so we can use it with the tau-matrix examples)
#217
jlperla
opened
4 years ago
1
Some CI steps prior to a new release
#216
jlperla
opened
4 years ago
1
Resolves Issue #213
#215
ajozefiak
opened
4 years ago
0
Move to github actions for CI
#214
jlperla
opened
4 years ago
0
joint_operator is broken with latest bandedmatrices
#213
jlperla
opened
4 years ago
1
Use Github markdown rendering for math in README
#212
chiyahn
closed
4 years ago
0
Install TagBot as a GitHub Action
#211
JuliaTagBot
closed
4 years ago
0
Images in README
#210
arnavs
closed
4 years ago
1
Complementarity Example
#209
arnavs
opened
5 years ago
1
Solve the KFE with and without drifts with Diffeqoperators
#208
jlperla
closed
5 years ago
1
Implement HJBE with absorbing barrier with DiffEqOperators
#207
jlperla
closed
5 years ago
3
Implement state varying drift with DiffEqOperators
#206
jlperla
closed
5 years ago
2
DiffEqOperators Examples and Tests
#205
ajozefiak
opened
5 years ago
1
Implement simple baseline value function solutions with DiffEqOperators and compare
#204
jlperla
opened
5 years ago
1
KFE Absorbing Barrier Examples
#203
jlperla
opened
5 years ago
2
WIP: KFE with Absorbing Barrier Example
#202
jlperla
opened
5 years ago
2
Math layout issue in docs
#201
jlperla
opened
5 years ago
0
Finish off the HJBE with controlled drift example
#200
jlperla
opened
5 years ago
0
Ability to open html notebooks in the browser instead of downloading?
#199
jlperla
closed
5 years ago
5
Implementation for absorbing barriers in even further interior nodes
#198
chiyahn
closed
5 years ago
1
Complete math for absorbing barriers in even further interior nodes
#197
chiyahn
closed
5 years ago
2
Error tagging new release
#196
attobot
closed
5 years ago
1
`affineboundary` examples in package docs
#195
chiyahn
closed
5 years ago
1
Implement the compilation of the docs and the notebooks
#194
jlperla
closed
5 years ago
1
`affineboundary` examples in package docs
#193
chiyahn
closed
5 years ago
0
Code for interior solutions with affine boundary operators
#192
chiyahn
closed
5 years ago
1
Implementation of the absorbing (not at the boundary)
#191
jlperla
closed
5 years ago
1
Absorbing barrier where the "bottom" is not necessarily the 0'th node.
#190
jlperla
closed
5 years ago
1
Math for interior solutions with affine boundary operators
#189
chiyahn
closed
5 years ago
3
Implemetnation of affineboundary
#188
jlperla
closed
5 years ago
0
Math in preparation for the applyaffineboundary function for non-homogenous absorbing barriers
#187
jlperla
closed
5 years ago
0
Add an example with HJBE with jump diffusions and Markov chains in package docs
#186
chiyahn
closed
5 years ago
1
Test out the linear solves with the bandedblockbanded
#185
jlperla
closed
5 years ago
1
Full model with backwards controlled drift, absorbing barrier, and solving for the KFE
#184
jlperla
opened
5 years ago
0
HJBE example with multiple discrete states and a continuous state
#183
jlperla
opened
5 years ago
0
Adam's fixes to derivation document
#182
ajozefiak
closed
5 years ago
3
Investigate specialized linear solves for the markov-chain model
#181
jlperla
opened
5 years ago
0
Notebook for optimal stopping problems with the markov chain
#180
jlperla
opened
5 years ago
0
Example for main docs with markov chain
#179
jlperla
closed
5 years ago
0
Expand out the table of contents in the help
#178
jlperla
closed
5 years ago
4
Some clarification needed in appendix for joint operators
#177
chiyahn
closed
5 years ago
0
Add `jointoperator_bc`
#176
chiyahn
closed
5 years ago
1
Jump diffusion package docs fix
#175
chiyahn
closed
5 years ago
1
Math fix for models with continuous AND discrete states when bcs are applied
#174
chiyahn
closed
5 years ago
1
Incorrect statement of ODE for the jump diffusion process
#173
jlperla
closed
5 years ago
1
Programming interface for boundary conditions applied with blocks
#172
jlperla
closed
5 years ago
0
Fix the typo with the qs
#171
jlperla
closed
5 years ago
0
Math for models with continuous AND discrete states when bcs are applied
#170
chiyahn
closed
5 years ago
1
Math for models with continuous AND discrete states
#169
chiyahn
closed
5 years ago
1
Applying boundary conditions to the discrete X continuous version
#168
jlperla
closed
5 years ago
0
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