GitHub repository: JiahuaS/SDE-Research-Summer2024
Primary language: TeX
Created: 2024-05-28T19:33:58Z
Description: This repository is the summary of weekly report of work of SDE research on Summer 2024. The main task is to find the optimal SDE such that it accurately reasons the factors affecting a selected set of stock and derivatives price and describe it accurately with efficient numerical method implemented.