Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with brownian-motion
A curated list of projects in awesome lists tagged with brownian-motion .
https://github.com/cantaro86/financial-models-numerical-methods
Collection of notebooks about quantitative finance, with interactive python code.
american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes
Last synced: 30 Sep 2024
https://github.com/cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes
Last synced: 30 Jul 2024
https://github.com/mschauer/bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
bayesian-inference brownian-motion diffusion diffusion-processes gamma-process julia levy-process mcmc ornstein-uhlenbeck sde simulating-diffusion-bridges stochastic-differential-equations vasicek
Last synced: 29 Sep 2024
