-
Copilot vs ChatGPT on the Optimal Finite Difference Step-Size
-
Volatility: Rough or Not? A Short Review
-
More Automatic Differentiation Awkwardness
-
Quadprog in Julia
-
Bad papers and the roots of high degree polynomials
-
42
-
Discrete Sine Transform via the FFT
-
Typo in Hyman non-negative constraint - 28 years later
-
SABR with Andreasen-Huge
-
Exact Forward in Monte-Carlo
-
Quasi Monte-Carlo & Longstaff-Schwartz American Option price
-
A Fast Exponential Function in Java
-
Root finding in Lord Kahl Method to Compute Heston Call Price (Part II)
-
Root finding in Lord Kahl Method to Compute Heston Call Price
-
From Double Precision Normal Density to Double Precision Cumulative Normal Distribution
-
Cracking the Double Precision Gaussian Puzzle
-
GPU computing in Finance
-
Binary Voting
-
Adaptive Quadrature for Pricing European Option with Heston
-
Why primitive arrays matter in Java
-
Generating random numbers following a given discrete probability distribution
-
Quant Interview & Education
-
Good & Popular Algorithms are Simple
-
SIMD and Mersenne-Twister
-
The CUDA Performance Myth
-
Another Look at Java Matrix Libraries
-
Diffusion Limited Aggregation Applet
-
double[][] Is Fine