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3 results by maintainer "Thomas Aspinall"

FKF.SP v0.3.4 4817th by downloads

Fast Kalman Filtering Through Sequential Processing

Thomas Aspinall 723 downloads/30d

NFCP v1.2.2 10758th by downloads

N-Factor Commodity Pricing Through Term Structure Estimation

Thomas Aspinall 287 downloads/30d

LSMRealOptions v0.2.1 13009th by downloads

Value American and Real Options Through LSM Simulation

Thomas Aspinall 242 downloads/30d