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object-tracking
object-tracking PublicObject trackers using Kalman filter and particle filter with MATLAB
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image-segmentation
image-segmentation PublicImage segmentation using Markov chain with MATLAB
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option-basket-pricing
option-basket-pricing PublicPrice a basket option using a Monte Carlo estimator or the antithetic method
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taylor-rule
taylor-rule PublicAnalysis of the Taylor rule's efficiency from 1988 to 2015 in the US
R 3
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greeks-automatic-differentiation
greeks-automatic-differentiation PublicComputation of greeks on an option basket with automatic differentiation
C++ 3
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