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euler-maruyama-scheme

Here are 3 public repositories matching this topic...

doeun-235 / Cucker-Smale-Model

Works about Cucker-Smale model and its extensions. =Keywords: ODE, Runge-Kutta methods, SDE, Euler-Maruyama method, NumPy, Matplotlib

numpy matplotlib dynamical-systems numerical-methods stochastic-differential-equations ode-solver runge-kutta-methods euler-maruyama-scheme

Updated Feb 14, 2024
Python

asancdec / Monte-Carlo-Option-Pricer

(C++) Monte Carlo Option Pricer with Euler-Maruyama Discretization

cpp monte-carlo-simulation quantitative-finance financial-engineering black-scholes-merton euler-maruyama-scheme

Updated Oct 2, 2024
C++

lmcj-xyz / PhD_Numerical_Schemes_SDEs

Numerical schemes to find solutions of SDEs

probability numerical-methods sde stochastic-differential-equations euler-maruyama-scheme

Updated Nov 16, 2024
Python

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