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Hawkes Simulation
This file contains code for exact simulation of Hawkes processes with exponential kernel.
6 years 前 | 114 次下载 |
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How to use h_cubature function from Cubature package in MATLAB?
Hi! I have to solve numerically some integrals. I've done it with Matlab, using integral, integral2, integral3 and so on, now...
9 years 前 | 1 个回答 | 0
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Mean-ValueAtRisk Optimization
This library contains MVaRP object (MeanValueatRiskPortfolio).
10 years 前 | 229 次下载 |
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Measures of Portfolio Diversification
Allows to measure portfolio diversification
10 years 前 | 422 次下载 |
