The Mandelbrot Set
Investigation of the Mandelbrot set and numerical methods to approximate its area.
Notes on Epistemology and Bounded Rationality
Notes I keep about papers in Bounded Rationality
Supercomputer at Home
Notes on how to set up a powerful computing cluster with high speed interconnects at home.
Fourier Series Expansion for Option Pricing
Implementation of Option Pricing through Fourier Cosine expansion.
Finite Difference Methods in Option Pricing
Implementation and comparison of Forward Time Central Space and Crank Nicolson schemes for the Black Scholes equations.
Decisions From Experience and the Effect of Rare Events in Risky Choice
Summary of Decisions From Experience and the Effect of Rare Events in Risky Choice
Parameter Space Enumeration
C++ Code to compute a common scenario on a grid or super computer using MPI.