M.P. Scholl

Notes on how to set up a powerful computing cluster with high speed interconnects at home.

Implementation of Option Pricing through Fourier Cosine expansion.

Investigation of the Mandelbrot set and numerical methods to approximate its area.

Implementation and comparison of Forward Time Central Space and Crank Nicolson schemes for the Black Scholes equations.

Summary of Decisions From Experience and the Effect of Rare Events in Risky Choice

C++ Code to compute a common scenario on a grid or super computer using MPI.

Notes I keep about papers in Bounded Rationality