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Bytanmaykdm

We collect some practical examples that demonstrate the SuanShu features, APIs and modules.

groovysh.rc
SVD decomposition

svd.groovy

Riemann integration

riemann.groovy

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JC on Change of Measure/Girsanov’s Theorem Explained2018-04-27
Very helpful, I've needed this explanation for 15 years!
Nic Santean on Change of Measure/Girsanov’s Theorem Explained2018-02-24
I believe there is a mistake in the above - most likely for the example of removing drift has been…
Giorgos Minas on Change of Measure/Girsanov’s Theorem Explained2018-02-15
Great description! Thanks a lot!
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I dont see the trail version of the license in 3.6.0 release. Can you please check? I also paid the…
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[…] Transforming a QP Problem to an SOCP Problem [Numerical Method] […]

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