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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_n.hpp | |
| Christoffel symbol computation for an NAssetManifold. | |
| geodesic_n.hpp | |
| RK4 geodesic integrator for an (N+1)-dimensional Lorentzian manifold. | |
| n_asset_manifold.hpp | |
| N-Asset Lorentzian Manifold for Special Relativistic Financial Mechanics. | |
1.9.8