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December 17, 2017

Quants R Us I am Jherek Healy.

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Efficient Finite Difference Grid Stretching for Finance
Aug 28 2022
Klein summation and Monte-Carlo simulations
Aug 28 2022
Exponential B-Spline Collocation and Julia Automatic Differentiation
Oct 12 2021
The Cos Method, Go and Julia
Jan 18 2021
The Fastest Implied Volatility Algorithms, Go vs. Julia
Dec 2 2020
Why did I choose the Go language?
Jul 17 2019
Julia and Python for the RBF collocation of a 2D PDE with multiple precision arithmetic
May 24 2019
Constraints in the Levenberg-Marquardt least-squares optimization
Oct 8 2018
The state of open-source quadratic programming convex optimizers
Jul 24 2018
Staying arbitrage-free with Andreasen-Huge one-step interpolation
Mar 8 2018

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