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brownian-motion

Here are 7 public repositories matching this topic...

EsterHlav / Black-Scholes-Option-Pricing-Model

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

java gui options simulation mathematics derivatives quantitative-finance volatility brownian-motion option-pricing-calculator

Updated Sep 4, 2019
Java

harshucheri / Java-algo-trading-and-Option-greeks-calculator

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

java gui mathematics option quantitative-finance volatility pricing-derivatives options-trading brownian-motion

Updated Aug 10, 2021
Java

camillemartire / BrownianGenerator

A Java module for the generation of multidimensional Brownian motions.

java brownian-motion schauder-decomposition

Updated Jul 20, 2019
Java

shermanlo77 / oxwasp_exchange_mcmc

Java and Processing implementations for visualising various MCMC methods.

visualization processing visualisation bayesian mcmc hamiltonian-monte-carlo processing-sketch metropolis-hastings brownian-motion slice-sampling adaptive-mcmc no-u-turn-sampler

Updated Apr 8, 2021
Java

juanmbellini / brownian-motion

Third System Simulations project: Brownian Motion

simulation brownian-motion event-driven-simulation

Updated Jun 21, 2018
Java

adebrouvier / brownian-motion

Implementation of the Brownian Motion system.

java simulation brownian-motion

Updated Apr 3, 2018
Java

scionaltera / agony-noise

Procedural generation sandbox.

procedural-generation terrain-generation brownian-motion

Updated Jan 5, 2022
Java

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