Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
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Updated
Sep 29, 2017 - Python
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regularity-structures
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Symbolic engine for the renormalization counterterms of singular SPDEs (Bailleul–Hoshino / BCCH–BHZ): SPDE in → the family of renormalized equations out.
sympy symbolic-computation mathematical-physics hopf-algebra renormalization regularity-structures stochastic-pdes singular-spdes bphz kpz-equation
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Jul 12, 2026 - Python
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