Pinned Loading

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