Avatar for Yixuan Zhang from gravatar.com

Yixuan Zhang

Username    Yixuan_Zhang
Date joined   Joined

1 project

rough-heston-qipc

Last released

Rough Heston option pricing with a quadratic-implicit fractional Adams predictor-corrector solver.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Depot Continuous Integration Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page