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1. Multilevel-Monte-Carlo-with-Importance-Sampling-for-SRNsMultilevel-Monte-Carlo-with-Importance-Sampling-for-SRNsPublic

   This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction net…

   MATLAB 12 2

2. Quasi-Monte-Carlo-for-Efficient-Fourier-Pricing-of-Multi-Asset-OptionsQuasi-Monte-Carlo-for-Efficient-Fourier-Pricing-of-Multi-Asset-OptionsPublic

   Forked from Michael-Samet/Quasi-Monte-Carlo-for-Efficient-Fourier-Pricing-of-Multi-Asset-Options

   Jupyter Notebook

3. Markovian-Projection-in-filtering-for-SRNsMarkovian-Projection-in-filtering-for-SRNsPublic

   Forked from maksimchup/Markovian-Projection-in-filtering-for-SRNs

   MATLAB

4. SigMASigMAPublic

   Forked from changanluoxue/SigMA

   This work implements "SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs" by Xianglin Wu, Cornelis W. Oosterlee, and Chiheb Ben Hammouda.

   Python

5. Single-and-Multi-level-Fourier-RQMC-for-MSRMSingle-and-Multi-level-Fourier-RQMC-for-MSRMPublic

   Forked from nnt2306/Single-and-Multi-level-Fourier-RQMC-for-MSRM

   Python

6. surgeNNsurgeNNPublic

   Forked from Timh37/surgeNN

   Repository for predicting storm surges with neural networks.

   Jupyter Notebook