Skip to content
#

brownian-motion

Here are 122 public repositories matching this topic...

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

  • Updated Apr 13, 2024
  • C++

Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.

  • Updated Jun 11, 2024
  • Jupyter Notebook

Project funded by DFG. A jupyter-book that explores mearly a chunk of the field of nonlinear dynamics, specifically diffusion and random search in heterogeneous media. The book has various simulations for the stochastic process known as Brownian motion. The motion dynamics are simulated by solving the Langevin equation numerically for the differ…

  • Updated Sep 10, 2022
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the brownian-motion topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the brownian-motion topic, visit your repo's landing page and select "manage topics."

Learn more