Search Results for "monte carlo pde"
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Showing 2 open source projects for "monte carlo pde"
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Monte Carlo analysis is an enhancement to CPM and PERT methods built into MS Project. It enables project manager to run statistical simulation of possible project outcomes based on optimistic, pessimistic and most likely estimates.
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Math-fi library written in C++ and boost library. This contains a C++ library with severals financial models (Monte carlo, Binary Tree, Black and Schools formulas) and a managed C++ wrapper that allows end user to use library within Excel.
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