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updated 3 days ago

Arbitrage-Free Smoothing of the Implied Volatility Surface by Philipp Rindler

Function to smooth call option prices and implied volatilities free of static arbitrage. (implied volatility, option pricing, finance)

evaluateSpline(u, tau, g, gamma, close, strike, ...

Arbitrage-free Smoothing of the Implied Volatility Surface

...

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updated 5 days ago

IBimp by Mario G.C.A. Cimino

An interval-based approach for business process simulation based on genetic algorithms and the BPMN (bpmn, business process opti..., business process simu...)

createMatrix(X)

defaultoptions()

displayObj(h)

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updated 24 days ago

Dual quaternion toolbox by Guillaume Leclercq

This toolbox provides dual quaternion methods, focusing on 3D kinematics for points and lines. (quaternion, dual quaternion, geometric algebra)

AV2dquat(AV)

DQconj(dv,WHICHCONJ)

DQinv(dq)

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