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Achievement: Pull SharkAchievement: YOLO

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  1. research research Public

    Manuscripts and supporting artifacts on mathematical finance and statistics.

    TeX

  2. recursive-discovery recursive-discovery Public

    A compact system for recursive mathematical and empirical scientific discovery.

    Python

  3. compute-pricing compute-pricing Public

    Stochastic delivery curves for compute pricing, infrastructure financing and portfolio control.

    Python

  4. asian-curvature-suppression asian-curvature-suppression Public

    Short maturity asymptotics of Asian implied volatility curvature under rough volatility with Malliavin Monte Carlo validation.

    Python