Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
r
optimization
genetic-algorithm
local-search
simulated-annealing
differential-evolution
heuristics
grid-search
particle-swarm-optimization
black-scholes
threshold-accepting
implied-volatility
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Updated
Nov 3, 2024 - R