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Pinned repositories

  1. QuantPDE

    A high-performance, open-source, C++ library for pricing derivatives.

    C++ 22 9

  2. mlinterp

    Fast arbitrary dimension linear interpolation in C++

    C++ 13 7

  3. fast-engset

    Fast computation of the blocking probability in the Engset model.

    Python 4 1

  4. mfhowards

    A matrix free implementation of policy iteration (a.k.a. Howard's algorithm) in C++

    C++ 1

  5. DeepBSDE

    An implementation of Frank Han's Deep BSDE Solver (Weinan, E., Jiequn Han, and Arnulf Jentzen. "Deep learning-based numerical methods for high-dimensional parabolic partial differential equations a…

    Python

  6. MATH-525

    Probability [Instructor: Parsiad Azimzadeh] (University of Michigan, Winter 2018)

    TeX 2 2

318 contributions in the last year

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Contribution activity

September 2018

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