Statistics
2 Questions
0 Answers
RANK
159,637
of 300,991
REPUTATION
0
CONTRIBUTIONS
2 Questions
0 Answers
ANSWER ACCEPTANCE
0.0%
VOTES RECEIVED
0
RANK
of 21,133
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 172,260
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Question
Code for Brennan-Schwartz LU Decomposition
Hello! I was reading this paper: Pricing American Options Using LU Decomposition. There was a section with pseudocode, but I'm s...
6 years ago | 0 answers | 0
0
answersQuestion
Code for Hull-White LU Decomposition
Hello! I'm reading this paper: A direct LU solver for pricing American bond options under Hull–White model . I was wondering if ...
6 years ago | 0 answers | 0
