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AndrewLyasoff Follow

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Andrew Lyasoff AndrewLyasoff

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https://www.andrewlyasoff.tech

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Overview Repositories 2 Projects 0 Packages 0 Stars 0

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heterogeneous-models Public

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

mean-field-theory incomplete-markets heterogeneous-agent-models transport-problems

Jupyter Notebook 1 Apache License 2.0 Updated Jul 30, 2024
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…

julia parallel-computing python3 data-analysis monte-carlo-simulation histograms american-options

Jupyter Notebook 23 7 MIT License Updated Mar 26, 2021

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