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Generate random points inside a circle
Hi guys, I had a bit of a simple question on the above code: - has anyone tested whether using Sobol/Halton sequences to gen...
Generate random points inside a circle
Hi guys, I had a bit of a simple question on the above code: - has anyone tested whether using Sobol/Halton sequences to gen...
14 years 前 | 0
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Finite Difference method for American put option
For a beginner, this is quite impressive code! I suppose for an American Put, you will just need to compute whether the put v...
Finite Difference method for American put option
For a beginner, this is quite impressive code! I suppose for an American Put, you will just need to compute whether the put v...
15 years 前 | 0
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