finmath.net
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3
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finmath.net
finmath-lib
473
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166
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Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
finmath-lib-automaticdifferentiation-extensions
17
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9
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Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
finmath-experiments
16
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11
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Experiments, demos and unit tests based on finmath lib.