Paolo Montalbano

PdeFiniteDifferenceSolver. C++/CUDA implementation of the most popular hyperbolic and parabolic PDE solvers

NpyCpp. C++ API used for read/write *.npy/*.npz files

TuringPatterns. C++/CUDA Implementation of the most popular reaction-diffusion dynamics

MarkovModels. Classical models implemented from a Markov operator's perspective

FiniteDifferencePricing. A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function

PdeFiniteDifferenceKernels. CUDA kernels for solving the most popular hyperbolic and parabolic PDEs

OnlineOptionPricer. Online option pricer: Black-Scholes calculator

MobileBinomialTreePricer. Binomial Tree Pricer

chip8. Simple chip8 interpreter and debugger written in C++

CudaLightKernels. Collection of CUDA wrappers for a simplified kernel call

CudaLight. C++ CUDA memory manager to use in conjunction with CudaLightKernels

AdvectionDiffusion3D. C++