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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Files | |
| geodesic_solver.cpp | |
| RK4 geodesic integrator implementation (AGT-13 / SRFM). | |
| geodesic_solver.hpp | |
| RK4 geodesic integrator on a spacetime manifold (AGT-13 / SRFM) | |
1.9.8