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High Activity
Commits
: Listings
Analyzed
1 day
ago. based on code collected
1 day
ago.
Jan 04, 2025 — Jan 04, 2026
Showing page 585 of 600
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Template class updated
Marco Marchioro
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almost 25 years ago
MonteCarlo1D obsolete, replaced by OneFactorMonteCarloOption
Marco Marchioro
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almost 25 years ago
Special cases of a PathMonteCarlo defined for convenience in single- and multi-factor Monte Carlo option-pricing
Marco Marchioro
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almost 25 years ago
PathMonteCarlo combines a statistic accumulator, a path generator and a path pricer into a general tool for Monte Carlo evaluations using paths.
Marco Marchioro
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almost 25 years ago
Documentation updated
Marco Marchioro
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almost 25 years ago
GeneralMonteCarlo contains the basic ideas of any Monte Carlo simulation: sample from a "sample generator" and accumulate in a "sample accumulator".
Marco Marchioro
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almost 25 years ago
Modified to accomodate code-sharing with multi-dimensional Monte Carlo
Marco Marchioro
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almost 25 years ago
no message
Ferdinando Ametrano
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almost 25 years ago
no message
Ferdinando Ametrano
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almost 25 years ago
Now the covariance() method is consistent with the variance() method of the class Statistics
Marco Marchioro
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almost 25 years ago
wrapping fixed
Luigi Ballabio
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almost 25 years ago
MultiPath, the first step for a multi-dimensional Monte Carlo
Marco Marchioro
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almost 25 years ago
Added helper functions to make iterators
Luigi Ballabio
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almost 25 years ago
Fixed include paths in makefiles
Luigi Ballabio
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almost 25 years ago
Included outer product and sqrt into matrix.h
Luigi Ballabio
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almost 25 years ago
Added Matrix.i
Luigi Ballabio
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almost 25 years ago
*** empty log message ***
Luigi Ballabio
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almost 25 years ago
Included in matrix.cpp
Luigi Ballabio
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almost 25 years ago
Allocation bug fixed
Luigi Ballabio
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almost 25 years ago
Included in matrix.h
Luigi Ballabio
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almost 25 years ago
JacobiDecomposition renamed SymmetricSchurDecomposition
Marco Marchioro
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almost 25 years ago
JacobiDecomposition renamed SymmetricSchurDecomposition
Marco Marchioro
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almost 25 years ago
JacobiDecomposition renamed SymmetricSchurDecomposition
Marco Marchioro
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almost 25 years ago
math files added
Marco Marchioro
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almost 25 years ago
Library page increased to 32 in release mode
Marco Marchioro
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almost 25 years ago
Added iterator combining-iterator
Mario Aleppo
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almost 25 years ago
style redefined
Marco Marchioro
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almost 25 years ago
sqrt for Matrix
Marco Marchioro
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almost 25 years ago
Removed typedef
Marco Marchioro
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almost 25 years ago
New Math files included
Marco Marchioro
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almost 25 years ago
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