stochastic-differential-equations

  Collection of notebooks about quantitative finance, with interactive python code.

翻译 - 带有交互式python代码的有关定量金融的笔记本合集。

#计算机科学#  Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

翻译 - 具有GPU支持和高效灵敏度分析的可区分SDE求解器。