Pytorch implementation of OCFGAN-GP (CVPR 2020, Oral).
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Apr 3, 2020 - Python
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characteristic-functions
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📚SDE research and modelling in Finance📚
option-pricing
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Jun 3, 2024 - Jupyter Notebook
This Matlab function performs the numerical inversion of a symbolic expression representing a Characteristic function of a discrete distribution, and outputs the discrete CDF over a custom range.
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Mar 9, 2019 - MATLAB
R package for estimation of the four parameters of stable distributions. The package also provides functions to compute characteristic functions and tools to run Monte Carlo simulations.
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Oct 24, 2024 - R
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