Versions
Description
Multilevel Monte-Carlo simulation of Lévy-driven SDEs via a Continuous-Time Markov Chain approximation
Repository
https://github.com/rpalfray/rpylib.git
Project Slug
rpylib
Last Built
1 year, 6 months ago passed
Maintainers
Home Page
https://github.com/rpalfray/rpylib
Badge
Tags
jump-processes, levy-copula, multilevel-monte-carlo, python
Short URLs
rpylib.readthedocs.io
rpylib.rtfd.io
Default Version
latest
'latest' Version
master
