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user: gituliar
created: 2011-01-25
karma: 67

Iblog about programming and quantitative finance at https://tastycode.dev

submissions:

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Bob Reads a Text File
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How-To Calibrate American Options Really Fast in C++
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Pricing Americans with finite-difference
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Tasty GPU – Pricing Derivatives on a Budget
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Tasty C++ – Memory Layout of std:string
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