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quadrature

Here are 3 public repositories matching this topic...

dhetting / GregoryQuadrature

R package for performing quadrature using Gregory's Method

quadrature r-package numerical-integration

Updated Apr 17, 2024
R

PyFE / SumBSM-R

The R code of the "Sum of all Black-Scholes-Merton models" paper

derivatives quadrature black-scholes spread-option basket-option asian-option

Updated May 26, 2022
R

k3jph / cmna-pkg

Computational Methods for Numerical Analysis

newton optimization interpolation monte-carlo root-finding matrix-factorization least-squares splines partial-differential-equations quadrature differential-equations heat-equation wave-equation numerical-analysis traveling-salesperson secant bisection testthat

Updated Sep 9, 2023
R

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