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Feb 20, 2017 - C++
stochastic-simulation-algorithm
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Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.
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Apr 14, 2019 - C++
STOCBIONET is a software for stochastic simulation of biochemical networks
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Dec 12, 2020 - C++
🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains
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Jul 29, 2021 - C++
Stochastic chemical kinetics using Gillespie algorithm and chemical master equation, application to enzyme kinetics
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Oct 30, 2023 - C++
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