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enricoschumann / NMOF

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Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

r optimization genetic-algorithm local-search simulated-annealing differential-evolution heuristics grid-search particle-swarm-optimization black-scholes threshold-accepting implied-volatility
  • Updated May 2, 2024
  • R

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