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  1. Cpp-MonteCarlo_ExoticOption Cpp-MonteCarlo_ExoticOption Public

    Pricing and sensitivity analysis for Exotics by Monte Carlo method

    C++ 1

  2. Cpp-Option_Pricing Cpp-Option_Pricing Public

    OOP for option pricing with exact forms & sensitivity analysis (Greeks)

    C++ 1 1

  3. R-ETS-RandomForest R-ETS-RandomForest Public

    Summer Research Intern Project

    R 1

  4. R-Group_Wald R-Group_Wald Public

    A Wald statistic for group-level cheating detection

    R 1

  5. R-BayesianDIF R-BayesianDIF Public

    A Bayesian DIF with hourseshoe prior

    R

  6. R-JAGS-SDT_mix R-JAGS-SDT_mix Public

    Rjags code for DeCarlo's mix-memebershiped signal detection model

    R