enricoschumann/NMOF

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

语言：R · GitHub 星标：39 · Fork：9

话题：black-scholes · differential-evolution · genetic-algorithm · grid-search · heuristics · implied-volatility · local-search · optimization

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