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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 | |
| christoffel.cpp | |
| Christoffel symbols of the second kind — AGT-04. | |
| christoffel_dual.cpp | |
| Christoffel symbols via dual-number automatic differentiation. | |
| christoffel_n.cpp | |
| Implementation of ChristoffelN. | |
| geodesic.cpp | |
| Geodesic equation integrator using 4th-order Runge-Kutta — AGT-04. | |
| geodesic_n.cpp | |
| Implementation of GeodesicSolverN. | |
| geodesic_signal.cpp | |
| Implementation of GeodesicDeviationCalculator — AGT-07. | |
| metric_tensor.cpp | |
| Implementation of MetricTensor — AGT-04. | |
| n_asset_manifold.cpp | |
| Implementation of NAssetManifold. | |