Skip to content
#

fourier

Here are 211 public repositories matching this topic...

A Julia library of summation-by-parts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.

  • Updated Apr 29, 2024
  • Julia

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

  • Updated Apr 22, 2024
  • Python

Improve this page

Add a description, image, and links to the fourier topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the fourier topic, visit your repo's landing page and select "manage topics."

Learn more