scotthounsell

exact-simulation

Code implementing Henry-Labordère, Tan, and Touzi, Exact simulation of multi-dimensional stochastic differential equations (2015)

mygithubpage

scotthounsell/exact-simulation

Code implementing Henry-Labordère, Tan, and Touzi, Exact simulation of multi-dimensional stochastic differential equations (2015)

scotthounsell/mygithubpage