Computer Science
jherek
  • Member for 3 years, 10 months
  • Last seen more than a month ago
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If you are there, you might be interested in the book I published:

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Why is the Mersenne Twister regarded as good?
Sep 12 '20
0
Seeding the Mersenne Twister Random Number Generator
Oct 30 '20
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Calibrate a SABR model?
6
Brennan-Schwartz algorithm for pricing American options
6
Pricing of a Foreign Exchange Vanilla Option
5
B-splines: convexity in IV/Price

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