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An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with malliavin-calculus
A curated list of projects in awesome lists tagged with malliavin-calculus .
https://github.com/jialuechen/torchquant
PyTorch Library for Quantitative Finance
automatic-differentiation deep-learning derivatives-pricing malliavin-calculus numerical-methods optimal-transport pytorch quantitative-finance quantlib risk-management
Last synced: 19 Nov 2024
https://github.com/dancixx/stochastic-js
This project try to bring closer the stochastic calculus and Typescript.
malliavin-calculus mathematical-finance mathematical-modelling mathematics stochastic stochastic-differential-equations stochastic-processes
Last synced: 19 Nov 2024