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.
Ruby interface to Interactive Brokers' TWS API
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A program to simulate asset paths using various models encorporating fractional brownian motion. Will give expected price, as well as some derrivative pricing.
OpenCL application to price European Options under Heston's Stochastic Volatility Model using Monte Carlo simulation
A collection of common colours, and algorithms based on colour theory to generate more colours.