• Monotonicity of the Black-Scholes Option Prices in Practice Sep 29, 2024
• Copilot vs ChatGPT on the Optimal Finite Difference Step-Size Jul 25, 2024
• Princeton Fintech and Quant conference of December 2022 Dec 4, 2022
• Monte-Carlo Parallelization: to vectorize or not? Apr 9, 2022
• More Automatic Differentiation Awkwardness Jan 4, 2022
• More on random number generators Oct 10, 2020
• The war of the random number generators Sep 17, 2020
• Sobol with 64-bits integers Sep 9, 2020
• Intel failure and the future of computing Jul 24, 2020
• Numba, Pypy Overrated? Feb 12, 2019
• Fixing NaNs in Quadprog Oct 7, 2018
• Senior Developers Don't Know OO Anymore Mar 8, 2018
• SVN is dead Sep 26, 2017
• The Neural Network in Your CPU Aug 6, 2017
• Benham disc in web canvas Jul 10, 2017
• Carmack & GPGPU programming Aug 14, 2011
• Interesting Plug-In Framework - DPML Transit Sep 29, 2005
• Is Prolog Better Suited Than SQL? Sep 26, 2005
• Java is more productive than Ruby/Rails Jul 26, 2005