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1. importance-sampling importance-sampling Public

   This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.

   Python

2. merton-jump-diffusion merton-jump-diffusion Public

   Jump diffusion model written in python

   Python

3. arbre arbre Public

   TypeScript

4. dotfiles dotfiles Public

   Lua