The Truncated Euler-Maruyama Method for Neutral Stochastic Functional Differential Equations
In this paper, we used a new explicit method, called the truncated EM method, on the nonlinear neutral stochastic functional equations.
An Event-Driven Backtesting System with Python
In this series of articles we are going to discuss a more realistic approach to historical strategy simulation by constructing an event-driven backtesting environment using Python.
Preparing for this year's FRM LEVEL1
Two different provements of the Black-Scholes Option Pricing Model (Martingale Way/PDE Way)
World Artificial Intelligence Conference 2019
"Intelligent Connectivity,Infinite Possibilities"
Tom Clancy's The Division
Perhaps it's time to AFK. Maybe after the next two Global Events. And don't forget to watch my solo DZ&LS pvp videos on twitch & bilibili.
