C++

Libraries

Tutorials on Implementation and Installation Issues, etc.

Using C/C++ under Matlab

This an overview in to optimising Matlab code with an example specific to Finance. See also
Using C/C++ under Matlab (Part 2) (of 5)
Using C/C++ under Matlab (Part 3) (of 5)

Tips

A Naïve Study of DE Efficiency under C++ and Matlab

Other resources

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