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1. ajdmom ajdmom Public

   Automatically derive closed-form moment and covariance formulas of any order for some Affine Jump Diffusion models.

   Python 4

2. hestonmcmc hestonmcmc Public

   MCMC for Estimating Heston Stochastic Volatility Models

   R 1

3. hsvmoment hsvmoment Public

   Calculation of any order moment and covariance of Heston Stochastic Volatility Model and its derived models

   Python 2

4. nj nj Public

   Estimation for the Economic Model of NeiJuan（内卷） Competition

   C++

5. simJD simJD Public

   Simulation of Jump Diffusion models, including Square-Root Diffusion, Ornstein-Uhlenbeck Process, and some Affine Jump Diffusion.

   R

6. SWFS SWFS Public

   cpp codes to simulate the production of wafer lots in Semiconductor Wafer Fabrication Systems

   C++