QuantLib

swMATH40585MaRDI QIDQ56285FDOQ56285

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Official website: https://www.quantlib.org

Source code repository: https://github.com/lballabio/QuantLib

Cited In (6)

• Implied stopping rules for American basket options from Markovian projection
• Quantlib
• Brownian bridge and other path-dependent Gaussian processes vectorial simulation
• Simulation and evaluation of the distribution of interest rate risk
• Reducing transaction costs for interest rate risk hedging with stochastic programming
• Deep xVA solver

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