Skip to content

yanncalec/FracFin.jl

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

131 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

FracFin

A Julia library for fractional financial mathematics.

Git branches

  • master: main branch
  • old_model: original model with a lot of unnecessary complications

About

Simulation and estimation involving fractional Brownian motion.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors