Joerg Kienitz (@Lapsilago)
github

Lapsilago

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  • Stars
    star
    31
  • Global Rank 479,903 (Top 17 %)
  • Followers 34
  • Following 5
  • Registered almost 8 years ago
  • Most used languages
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         100.0 %
  • Location πŸ‡©πŸ‡ͺ Germany
  • Country Total Rank 29,123
  • Country Ranking
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         744

Top repositories

1

Machine-Learning---Option-Pricing-Calibration-Hedging--

Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging
Jupyter Notebook
14
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2

GMM_DCKE

Illustration for the paper "GMM DCKE - Semi-Analytic Conditional Expectations"
Jupyter Notebook
6
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3

EffectiveMarkovianProjection

Code for the paper "Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions", Felpel, Kienitz, McWalter
Jupyter Notebook
4
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