python mathematics stochastic sde stochastic-differential-equations numerical volterra-integral-equations
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Jun 11, 2024 - Python
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volterra-integral-equations
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This repository focuses on mathematical modeling of applied problems, particularly in the field of numerical methods for solving equations.
scientific-computing gradient-descent mathematical-modelling fredholm-integral-equations volterra-integral-equations
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Mar 4, 2025 - Jupyter Notebook
QuantHedge-MM implements advanced computational methods for pricing and hedging options in markets with stochastic regime shifts. Built for quants and researchers, it extends Black-Scholes to Markov-modulated models.
markov-chain scientific-computing option-pricing quantitative-finance numba markov-decision-processes markov-chain-monte-carlo risk-management computational-finance monte-carlo-methods quantitative-analysis stochastic-simulation geometric-brownian-motion incomplete-markets regime-switching quantitative-research numba-jit-compiler hedging-strategy volterra-integral-equations
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May 29, 2025 - Jupyter Notebook
A multidimensional jet space engine for high-order mixed partial Log-Tower derivatives. Features a Chronological Step-Operator Engine (Anchor/Web logic) that eliminates Bell polynomial explosion via asymmetric tensor caching. Replaces the quotient rule with an optimized derivative generator for lightning-fast symbolic mapping.
python memoization calculus computer-algebra combinatorics dynamic-programming sympy mathematical-physics asymptotic-analysis differential-algebra symbolic-computations partial-derivatives tensor-calculus operator-theory algorithmic-optimization symengine discrete-convolution volterra-integral-equations bell-polynomials jet-space
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May 1, 2026 - Python
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