Showing page 1 of 1.
CVM C++ Class Library encapsulates concepts of vector and square, band, symmetric and hermitian matrices in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries. See http://cvmlib.com for binaries and more details.2 weekly downloads
Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball0 weekly downloads