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Feeds
Submitted
Put option pricing (plain vanilla)
Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.
mer än 19 år ago | 1 download |
Submitted
Field of values
Plots the field of values of a square complex matrix.
mer än 20 år ago | 4 downloads |
Submitted
Hodrick-Prescott Filter
Finds the Hodrick-Prescott filter of a series.
nästan 21 år ago | 3 downloads |