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Popular repositories

  1. SMAP SMAP Public

    Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American ca…

    Jupyter Notebook 22 7

  2. heterogeneous-models heterogeneous-models Public

    Supplements the paper “Self-Aware Transport of Economic Agents” [SATHA] by Andrew Lyasoff

    Julia