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[Code » C++] Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model abiao 2010/10/20
[Code » C++] Combined Regression and Ranking abiao 2010/09/17
[Code » C++] Barrier Option Pricing Using Adjusted Transition Probabilities abiao 2010/04/05
[Code » C++] Meta Financial Functions Library abiao 2010/01/19
[Code » C++] A Finite Element Differential Equations Analysis Library abiao 2010/01/15
[Code » C++] C/C++ for Numerical Computation abiao 2009/12/08
[Code » C++] Sobol sequence generator abiao 2009/06/11
[Code » C++] ATOM C++ option calculator abiao 2009/05/05
[Code » C++] LAPACK++: High Performance Linear Algebra abiao 2009/04/26
[Code » C++] Kernel principal component analysis abiao 2009/03/26
[Code » C++] c++ for finance abiao 2009/03/11
[Code » C++] Matlab implementation of cointegration tests abiao 2009/02/16
[Code » C++] Newmat C++ matrix library abiao 2008/12/18
[Code » C++] Feedforward Neural Networks and Lyapunov Exponents Estimation abiao 2008/11/20
[Code » C++] Levenberg-Marquardt nonlinear least squares algorithms abiao 2008/11/04
[Code » C++] Singular Value Decomposition abiao 2008/10/21
[Code » C++] Multidimensional numerical integration abiao 2008/10/14
[Code » C++] Trinomial tree class for short rate model abiao 2008/10/02
[Code » C++] Numerical valuation of convertible bonds abiao 2008/09/18
[Code » C++] Spread option valuation abiao 2008/09/17
[Code » C++] Cliquet option with Jump-Diffusion Bates Model abiao 2008/09/16
[Code » C++] Mixed Integer Linear Programming (MILP) solver abiao 2008/09/11
[Code » C++] Finite Element package abiao 2008/09/03
[Code » C++] Vasicek model in binomial tree abiao 2008/09/02
[Code » C++] Libor Market Model: Theory and Implementation source code abiao 2008/08/31
[Code » C++] PSOR for American option abiao 2008/08/24
[Code » C++] Monte Carlo Pricer Black Derman Toy Model abiao 2008/07/30
[Code » C++] CDO Pricing in Gaussian Copula abiao 2008/07/28
[Code » C++] Mersenne Twister random number generator abiao 2008/07/26
[Code » C++] Singular value decomposition abiao 2008/07/26
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