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13

Solve non-linear HJB equations.

pde finance economics finite-difference-schemes

Created 2016-08-27

355 commits to main branch, last one 6 months ago

17

73

unknown

5

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

monte-carlo heston-model black-scholes barrier-option binomial-model option-pricing fourier-transform implied-volatility finite-difference-schemes jump-diffusion-mertons-model

Created 2021-11-05

28 commits to main branch, last one 3 years ago

7

27

gpl-3.0

4

a unified cross-architecture heterogeneous CFD solver

cfd hpc mpi sycl xfluids combustion gpu-computing shock-capturing chemical-reactions compressible-flows high-order-methods finite-volume-method heterogeneous-computing finite-difference-schemes computational-fluid-dynamics

Created 2023-11-29

30 commits to main branch, last one 7 days ago