Comments on: About https://hpcquantlib.wordpress.com Sat, 09 Nov 2024 19:39:08 +0000 hourly 1 http://wordpress.com/ By: lukas kiss https://hpcquantlib.wordpress.com/about/#comment-2789 Tue, 10 Sep 2024 21:03:33 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-2789 Great blog!

]]> By: Gasa https://hpcquantlib.wordpress.com/about/#comment-2565 Mon, 06 Dec 2021 08:40:13 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-2565 In reply to hpcquantlib.

My mistake it was my antivirus who blocked the download.
Thank for your help.

]]> By: hpcquantlib https://hpcquantlib.wordpress.com/about/#comment-2564 Sat, 04 Dec 2021 10:33:39 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-2564 In reply to gasa.

Just checked all links are working. Can you please specify which link is not working? Thanks

]]> By: gasa https://hpcquantlib.wordpress.com/about/#comment-2563 Thu, 02 Dec 2021 11:01:54 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-2563 The source code for vpp pricing is not valid anymore (old url) is it possible to share it again, Thanks for sharing your work it is very helpful

]]> By: Zack https://hpcquantlib.wordpress.com/about/#comment-1215 Thu, 12 Oct 2017 02:14:46 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-1215 Thanks – great resource.

]]> By: Gas Storage Fair Price | online Calculator https://hpcquantlib.wordpress.com/about/#comment-1121 Sun, 04 Jun 2017 19:05:52 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-1121 […] Klaus Spanderen did a great job evaluating the precision of the perfect foresight. Though it can be surprisingly good, another case shows that it should be considered with caution, namely as the highest upper bound of the fair storage value. […]

]]> By: Lech https://hpcquantlib.wordpress.com/about/#comment-930 Fri, 20 May 2016 09:30:31 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-930 Hi hpcquantlib,
maybe you would like to test the CLV framework *http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2747541* for a very fast pricing with smile, extremely fast calibration, and pricing of high dimensional baskets? It would nicely fit to your blog.
I do not mind to share prototype code with you. Just let me know.
Greetings,
LG

]]> By: Bachar Bouazza https://hpcquantlib.wordpress.com/about/#comment-711 Sat, 28 Feb 2015 15:11:22 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-711 Many thanks.

]]> By: hpcquantlib https://hpcquantlib.wordpress.com/about/#comment-672 Thu, 20 Nov 2014 20:46:52 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-672 In reply to HA YOUNG PARK.

Hi

Thanks for highlighting this issue. My IP has changed the FTP set-up but I’ve now adapted the config and it should work again.

]]> By: HA YOUNG PARK https://hpcquantlib.wordpress.com/about/#comment-671 Wed, 19 Nov 2014 22:21:07 +0000 http://hpcquantlib.wordpress.com/?page_id=2#comment-671 Did you remove the source codes linked to blog posts? I can’t download any of them.

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