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Pinned

  1. FatTailOptionPricing FatTailOptionPricing Public

    Option pricing under fat-tailed probability distributions

    Jupyter Notebook 1

  2. fv1-cpp fv1-cpp Public

    Computational physics (shallow water) model with functional testing

    C++

  3. hfv1-cpp hfv1-cpp Public

    Physics model with classes taking advantage of C++ constructors for memory management

    C++

  4. cfdCuda cfdCuda Public

    CUDA code solving the advection equation using the finite difference method

    Cuda