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Added calibration
1 parent 9011924 commit 0dd6fde

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Project.toml

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@@ -11,15 +11,18 @@ Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
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DiffEqNoiseProcess = "77a26b50-5914-5dd7-bc55-306e6241c503"
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DifferentialEquations = "0c46a032-eb83-5123-abaf-570d42b7fbaa"
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Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
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FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
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ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
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Integrals = "de52edbc-65ea-441a-8357-d3a637375a31"
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NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
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Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
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Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
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SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
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StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
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[compat]
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Accessors = "0.1.42"
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DiffEqNoiseProcess = "5.24.1"
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DifferentialEquations = "7.16.0"
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Distributions = "0.25"
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FiniteDiff = "2.27.0"
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ForwardDiff = "0.10.38"
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Integrals = "4.5.0"
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NonlinearSolve = "4.5.0"
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Optimization = "4.1.2"
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Polynomials = "4.0.19"
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Random = "1.11.0"
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Roots = "2.2.6"
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SpecialFunctions = "2.5.0"
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StaticArrays = "1.9.13"
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Statistics = "1.11.1"
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Zygote = "0.6.76"
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julia = "1.11"
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[extras]

examples/Project.toml

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[deps]
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Accessors = "7d9f7c33-5ae7-4f3b-8dc6-eff91059b697"
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BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
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DataInterpolations = "82cc6244-b520-54b8-b5a6-8a565e85f1d0"
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Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
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DiffEqNoiseProcess = "77a26b50-5914-5dd7-bc55-306e6241c503"
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DifferentialEquations = "0c46a032-eb83-5123-abaf-570d42b7fbaa"
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Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
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ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
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Hedgehog2 = "7f16798b-0e18-40de-98af-932948254698"
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LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
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Pluto = "c3e4b0f8-55cb-11ea-2926-15256bba5781"
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Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
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PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
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PyPlot = "d330b81b-6aea-500a-939a-2ce795aea3ee"
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RandomNumbers = "e6cf234a-135c-5ec9-84dd-332b85af5143"
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Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
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SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
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StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"

examples/antithetic_analysis_bk_FINAL.jl

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examples/antithetic_heston_check.jl

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examples/antithetic_mc_heston.jl

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examples/antithetic_montecarlo.jl

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