Popular repositories

1. swing_option swing_option Public

   Small repository for evaluating swing options via Longstaff-Schwartz algorithm.

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2. q_hedge_bs q_hedge_bs Public

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3. simm-lib simm-lib Public

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4. SymStoch SymStoch Public

   Tool kit for examining group symmetries of certain stochastic differential systems

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5. hypgeo hypgeo Public

   Small library for simple algebraic and geometric operations on the upper half plane, such as Moebius transfomrations.

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6. go-sabr go-sabr Public

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