Dagalon

Pinned Repositories

GeneralConvexityAdjustment
This repository is associated with the paper "Convexity adjustments à la Malliavin"
Language:C#0 1 00
googletest
GoogleTest - Google Testing and Mocking Framework
Language:C++0 0 00
PyStochasticVolatility
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
Language:Python86 6 229
QLNet
QLNet C# Library
Language:C#01
QuantLib
The QuantLib C++ library
Language:C++00

Dagalon's Repositories

Dagalon/PyStochasticVolatility
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
Language:Python86 6 229
Dagalon/GeneralConvexityAdjustment
This repository is associated with the paper "Convexity adjustments à la Malliavin"
Language:C#0 1 00
Dagalon/googletest
GoogleTest - Google Testing and Mocking Framework
Language:C++0 0 00
Dagalon/QLNet
QLNet C# Library
Language:C#01
Dagalon/QuantLib
The QuantLib C++ library
Language:C++00