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  1. Approximating-MLE-for-multivariate-jump-diffusion-models Approximating-MLE-for-multivariate-jump-diffusion-models Public

    Implementation of paper of Kristensen, Lee, Mele: Approximate Maximum-Likelihood for Multivariate Jump-Diffusion Models with Applications to Finance

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  2. Approximating-prices-and-greeks-in-continuous-time-models Approximating-prices-and-greeks-in-continuous-time-models Public

    Implementation of paper of Kristensen and Mele: Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models

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  3. Lagrange-inversion-Lundberg-adjustment-coefficient Lagrange-inversion-Lundberg-adjustment-coefficient Public

    Python codes corresponding to the paper: "An exact explicit solution to the adjustment coefficient in risk theory"

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  4. Lagrange-inversion-economic-index-of-riskiness Lagrange-inversion-economic-index-of-riskiness Public

    Python codes corresponding to the paper: "Explicit Solution to the Economic Index of Riskiness"

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  5. vincentcaiwu.github.io vincentcaiwu.github.io Public

    Forked from academicpages/academicpages.github.io

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