LechGrzelak

LechGrzelak's Stars

• NFZaugg/BasketOptionsRearrangement

  Language:Python1

• mfouesneau/sparsegrid

  Smolyak sparse grid interpolation sandbox

  Language:Python216

• lballabio/QuantLib

  The QuantLib C++ library

  Language:C++5.2k1.8k

• EconForge/Smolyak

  Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.

  Language:Python3018