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 call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
📊 Privacy Preserving Medical Data Analytics using Secure Multi Party Computation. An End-To-End Use Case. A. Giannopoulos, D. Mouris M.Sc. thesis at the University of Athens, Greece.
An analysis package utilizing histograms to calculate accurate vapor and liquid coexistence densities, saturated vapor pressure, and compressibility factor from a Gibbs ensemble Monte Carlo trajectory for unary vapor--liquid equilibria near the critical point.