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Issues: ArtemySazonov/Stochastic-Volatility-Models
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Implement the 4-way antithetic variate method for CUDA implementation
enhancement
New feature or request
#16
opened Feb 12, 2023 by
ArtemySazonov
Write a documentation for 'Code/Data/evaluation'
documentation
Improvements or additions to documentation
#14
opened Feb 8, 2023 by
ArtemySazonov
Finish up the pseudo-code algorithms in the report
enhancement
New feature or request
#10
opened Jan 31, 2023 by
ArtemySazonov
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
Write a piece of theory about the Milstein and SRK schemes
documentation
Improvements or additions to documentation
#8
opened Jan 31, 2023 by
ArtemySazonov
Finish the proofs in the report (marked red)
documentation
Improvements or additions to documentation
#7
opened Jan 31, 2023 by
ArtemySazonov
Documentation for Andersen TG scheme
documentation
Improvements or additions to documentation
#5
opened Jan 31, 2023 by
ArtemySazonov
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.