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  1. OptionFFT OptionFFT Public

    Python implementation of Fourier Transform pricing methods for the European call option, including the Fast-Fourier transform method described in Carr and Madan 1999.

    Python 15 4

  2. ACTL3182_21T3 ACTL3182_21T3 Public

    Additional Tutorial Material for ACTL3182.

    TeX 1 1

  3. Nonconvex_note Nonconvex_note Public

    A repository containing mathematical notes and scripts related to the application of biconjugates in a particular type of non-convex optimisation problem.

    TeX