- Paris, France
- https://www.linkedin.com/in/antoine-balestrat/
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still-lifes
still-lifes PublicEnumerates Conway's Game of Life's "still lifes" (fixed points) via De Bruijn diagrams. Caml light implementation (boo !)
OCaml 2
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heston-pricing
heston-pricing PublicDemonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. T…
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