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  1. SMAP SMAP Public

    Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American ca…

    Jupyter Notebook 23 7

  2. heterogeneous-models heterogeneous-models Public

    Supplements the paper "Self-Consistent Transport in Heterogeneous Agent Models” [STHAM] by Andrew Lyasoff

    Jupyter Notebook 1