dan-pirjol
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Speaking
Speaking PublicForked from slpenn13/Speaking
Intended to contain links to slide decks and notebooks
HTML
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StochasticGrowthExp-OUProcess
StochasticGrowthExp-OUProcess PublicNumerical simulation of a stochastic growth process with exp-OU growth rates
Mathematica
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HartmanWatson
HartmanWatson PublicR function for evaluation of the Hartman-Watson distribution
Jupyter Notebook 1
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Black-Scholes-Asian-option-pricing-
Black-Scholes-Asian-option-pricing- PublicAsian option pricer using the subleading Asian implied volatility in the Black-Scholes model
Mathematica
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