Popular repositories Loading

1. FastAmericanOptionPricing FastAmericanOptionPricing Public

   Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

   Python 43 15

2. MonotonicCubicInterpolation MonotonicCubicInterpolation Public

   Python Implementation of Monotonic Cubic Interpolation

   Python 16 3

3. folding folding Public

   Implementation of folding algorithm for surface

   C++ 3 1

4. LongTermVaR LongTermVaR Public

   Provide a simple algorithm to estimate the long-term Value at Risk based on the convolution method

   Python 3

5. Collision Collision Public

   Collision detection and handling for fabric and rigid body

   C++ 2 3

6. climate climate Public

   2d and 3d DNS for cloud entrainment and mixing process using particle model

   C 2 3