3 results found Sort:
Solve non-linear HJB equations.
Created
2016-08-27
355 commits to main branch, last one 5 months ago
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Created
2021-11-05
28 commits to main branch, last one 3 years ago
a unified cross-architecture heterogeneous CFD solver
Created
2023-11-29
28 commits to main branch, last one about a month ago