Minhyun Yoo (@ymh1989)
github

ymh1989

Twitter logo Share LinkedIn logo Share Facebook logo Share
  • Stars
    star
    48
  • Global Rank 349,569 (Top 13 %)
  • Followers 14
  • Following 5
  • Registered over 8 years ago
  • Most used languages
    Python
         50.0 %
    MATLAB
         25.0 %
    C++
         12.5 %
    C#
         12.5 %
  • Location 🇰🇷 South Korea
  • Country Total Rank 2,978
  • Country Ranking
    MATLAB
         227
    C++
         811
    Python
         975
    C#
         1,315

Top repositories

1

SABR_local_vol

Construction of local volatility surface by using SABR
Python
23
star
2

CUDA_MC

Monte Carlo simulation to option pricing in CUDA
C++
6
star
3

smoothing_payoff_FDM

Treatment for discontinuous payoff
Python
6
star
4

monte_calro_python

Monte Carlo simulation using Python
Python
4
star
5

Vectorization

Computational cost in Monte Carlo simulation using vectorization
Python
4
star
6

ELS_FDM_3D

Dynamic Linked Library for pricing 3-asset ELS by Finite difference method
2
star
7

Heston

MATLAB code for Heston model by using finite difference method
MATLAB
1
star
8

Asynchronous_methods_Monte_Carlo

Asynchronous methods for Monte Carlo (C#, EXCEL-DNA)
C#
1
star
9

Stochastic_volatility_with_contemporaneous_jumps

Stochastic volatility with contemporaneous jumps by using finite difference method
MATLAB
1
star