Pinned Repositories
AmOpTDOU
Optimal exercise barrier for the American option of a time-dependent Ornstein-Uhlenbeck process
OSP_GMB
Optimal stopping problem of a Gauss-Markov bridge
OSP_OUB
Computes the optimal stopping boundary that maximazes the mean of an Ornstein-Uhlenbeck bridge
AmOpBB
aguazz.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
WindPower-BatteryCharge
kdevine
Kernel density estimation based on vine copulas
aguazz's Repositories
aguazz/aguazz.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
aguazz/WindPower-BatteryCharge
aguazz/OSP_GMB
Optimal stopping problem of a Gauss-Markov bridge
aguazz/AmOpTDOU
Optimal exercise barrier for the American option of a time-dependent Ornstein-Uhlenbeck process
aguazz/OSP_OUB
Computes the optimal stopping boundary that maximazes the mean of an Ornstein-Uhlenbeck bridge
aguazz/AmOpBB