
Premia
 Referenced in 1 article
[sw21216]
 designed for option pricing, hedging and financial model calibration. It is provided with ... Equity Derivatives in BlackScholes and Heston models; Pricing and Hedging of Equity Derivatives...

Option Pricing Toolbox
 Referenced in 1 article
[sw24630]
 according to many of the most popular models used in the option pricing literature. Among ... Scholes, JPE 1973, Heston, RFS 1993, Double Jump model of Duffie, Pan, and Singleton...

EVIM
 Referenced in 9 articles
[sw00255]
 EVIM: a software package for extremel value analysis...

FeynHiggs
 Referenced in 41 articles
[sw00282]
 FeynHiggs: a program for the calculation of MSSM...

LAPACK
 Referenced in 1490 articles
[sw00503]
 LAPACK is written in Fortran 90 and provides...

Maple
 Referenced in 4623 articles
[sw00545]
 The result of over 30 years of cutting...

Mathematica
 Referenced in 5100 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 9880 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

SPRNG
 Referenced in 40 articles
[sw00905]
 Algorithm 806: SPRNG: A Scalable Library for Pseudorandom...

UMFPACK
 Referenced in 274 articles
[sw00989]
 An ANSI C code for sparse LU factorization...

XploRe
 Referenced in 54 articles
[sw01128]
 XploRe is the name of a commercial statistics...

QUADPACK
 Referenced in 228 articles
[sw01236]
 Fortran subprograms for evaluating definite integrals of functions...

FreeFem++
 Referenced in 725 articles
[sw01436]
 FreeFem++ is an implementation of a language dedicated...

LBFGS
 Referenced in 619 articles
[sw03229]
 Algorithm 778: LBFGSB Fortran subroutines for...

RODAS
 Referenced in 1295 articles
[sw04112]
 Rosenbrock method of order 4(3), for problems...

levmar
 Referenced in 43 articles
[sw04809]
 levmar : LevenbergMarquardt nonlinear least squares algorithms in...

sparseLM
 Referenced in 5 articles
[sw04810]
 sparseLM : Sparse LevenbergMarquardt nonlinear least squares in...

UNCMND
 Referenced in 88 articles
[sw05265]
 NCMND minimizes a smooth nonlinear function of n...

TAPENADE
 Referenced in 111 articles
[sw06598]
 TAPENADE is an Automatic Differentiation Engine developed at...