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This repository has been archived by the owner on Jul 6, 2023. It is now read-only.

Issues: ArtemySazonov/Stochastic-Volatility-Models

8 Open 6 Closed
8 Open 6 Closed
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Issues list

Implement the 4-way antithetic variate method for CUDA implementation enhancement New feature or request
#16 opened Feb 12, 2023 by ArtemySazonov
@KIr1200
1
Write a documentation for 'Code/Data/evaluation' documentation Improvements or additions to documentation
#14 opened Feb 8, 2023 by ArtemySazonov
@KIr1200
Finish up the pseudo-code algorithms in the report enhancement New feature or request
#10 opened Jan 31, 2023 by ArtemySazonov
@DanilLegenkiy
Write an script for the generation of the tables for the report (exotics) enhancement New feature or request
#9 opened Jan 31, 2023 by ArtemySazonov
@ArtemySazonov
Write a piece of theory about the Milstein and SRK schemes documentation Improvements or additions to documentation
#8 opened Jan 31, 2023 by ArtemySazonov
@ArtemySazonov
Finish the proofs in the report (marked red) documentation Improvements or additions to documentation
#7 opened Jan 31, 2023 by ArtemySazonov
@KIr1200
Documentation for Andersen TG scheme documentation Improvements or additions to documentation
#5 opened Jan 31, 2023 by ArtemySazonov
@KIr1200
Remake the mc_price to be compatible with multiple payoffs (like Union[Callable, np.ndarray]) enhancement New feature or request
#3 opened Jan 31, 2023 by ArtemySazonov
ProTip! What’s not been updated in a month: updated:<2024-07-21.