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CGMY
- C++ class for simulating trajectories of the tempered stable (CGMY) process using the algorithm by D. Madan and M. Yor:
sommecarre
- 用于CGMY金融纯跳模型的模拟设计,便于有志于此的同学应用-Analog design for CGMY financial pure jump models to facilitate the students interested in this application of