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Month: December 2013

QuantLib User Meeting 2013

December 1, 2013December 1, 2013 hpcquantlibLeave a comment

Please find here my talk “Beyond Simple Monte-Carlo: Parallel Computing with QuantLib” at this year’s QuantLib User Meeting in Düsseldorf.

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Python, QuantLib and Multi-Threading
Heston PDE Grid: How small can we make it?
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Moment Matching Option Pricing: A Case Study

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