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Popular repositories

  1. Implementation of the Adaptive Gibbs and Adaptive Metropolis within Adaptive Gibbs Samplers

    C++

  2. Forked from ekalinin/github-markdown-toc

    Easy TOC creation for GitHub README.md

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  3. Forked from tensorflow/tensorflow

    An Open Source Machine Learning Framework for Everyone

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  4. Forked from google/tf-quant-finance

    High-performance library for quantitative finance using TensorFlow

    Python

  5. Forked from tensorflow/probability

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34 contributions in the last year

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Contribution activity

September 2019

Created an issue in google/tf-quant-finance that received 3 comments

Approximate European option price under SABR model

SABR model has accurate density approximations (see, e.g., here). It is of interest to use the approximations to estimate European option prices. T…

3 comments

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