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quantcode_codes
- european_swaption_lmm.txt very nice implementation of complicated LMM. Informative for QF applications
lmm
- 全局收敛的L-M方法,此方法可以求解非线性方程组-Global convergence of LM method that can solve nonlinear equations
lmm
- 拉格朗日最小二乘法,用于求解非线性最小二乘问题,需自己输入目标函数-Lagrangian least squares method for solving nonlinear least squares problems, the need to enter their own objective function