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  • Jdmbs
  • Referenced in 0 articles [sw18926]
  • Jump Diffusion Model with Correlation Companies. Black-Scholes Model [Black (1973) <

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

  • GeM
  • Referenced in 97 articles [sw00332]
  • We present a recently developed Maple-based “GeM...

  • Maple
  • Referenced in 5373 articles [sw00545]
  • The result of over 30 years of cutting...

  • Mathematica
  • Referenced in 6355 articles [sw00554]
  • Almost any workflow involves computing results, and that...

  • Matlab
  • Referenced in 13544 articles [sw00558]
  • MATLAB® is a high-level language and interactive...

  • MPDATA
  • Referenced in 76 articles [sw00596]
  • MPDATA: A finite-difference solver for geophysical flows...

  • PARDISO
  • Referenced in 287 articles [sw00679]
  • The package PARDISO is a thread-safe, high...

  • PCOMP
  • Referenced in 21 articles [sw00688]
  • Algorithm 746: PCOMP: A Fortran code for automatic...

  • R
  • Referenced in 9969 articles [sw00771]
  • R is a language and environment for statistical...

  • rbMIT
  • Referenced in 146 articles [sw00784]
  • The rbMIT © MIT Software package implements in Matlab...

  • Scilab
  • Referenced in 173 articles [sw00834]
  • Scilab includes hundreds of mathematical functions. It has...

  • UMFPACK
  • Referenced in 415 articles [sw00989]
  • An ANSI C code for sparse LU factorization...

  • SYMMGRP
  • Referenced in 120 articles [sw01066]
  • SYMMGRP.MAX and other symbolic programs for Lie symmetry...

  • LSODA
  • Referenced in 7 articles [sw01074]
  • LSODA - a packet of programs for the numerical...

  • FreeFem++
  • Referenced in 1369 articles [sw01436]
  • FreeFem++ is an implementation of a language dedicated...

  • SNOPT
  • Referenced in 551 articles [sw02300]
  • SNOPT: An SQP algorithm for large-scale constrained...

  • S-PLUS
  • Referenced in 615 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...

  • AWS
  • Referenced in 46 articles [sw04034]
  • R package aws: Adaptive Weights Smoothing. The package...