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Numerics (Show me the algorithm!)

Joined
11/5/14
Messages
294
Points
53
Hi guys,

I'd like to invite everyone to this thread on Numerics. The idea is to present a numerical method/algorithm, analyze it, discuss quantitative finance use cases, share an implementation in a rapid-prototyping language.

I'll put all Julia code snippets on GitHub, you're welcome to give those ideas a crack!

algorithm_001.PNG
 
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