Financial Engineering in Python
Python (and other languages) implementation of financial engineering papers, managed by @jaehyukchoi
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- Shenzhen, China
- pyfe@eml.cc
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InvGaussianQuad-R
InvGaussianQuad-R PublicThe R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
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- InvGaussianQuad-R Public
The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
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