wdevauld/heston-opencl-monte-carlo
OpenCL application to price European Options under Heston's Stochastic Volatility Model using Monte Carlo simulation
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Discovered Sep 25, 2026
wdevauld / fractional_brownian_motion_monte_carlo_pricing
A program to simulate asset paths using various models encorporating fractional brownian motion. Will give expected price, as well as some derrivative pricing.
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