Awesome Open Source

Programming Languages

Search results for monte carlo option pricing

option-pricing x

7 search results found

Proj_option_pricing_matlab ⭐ 115

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Rough_bergomi ⭐ 28

A Python implementation of the rough Bergomi model.

Montecarlo ⭐ 27

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method

Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Least Square Monte Carlo ⭐ 7

A Program to calculate the price of American put or call option with Least Square Monte Carlo

Discrete Asian Option Pricing ⭐ 6

Discrete Asian Option Pricing for GPUs

Everything Financial Engineering ⭐ 5

Links for the most relevant topics

Related Searches

Python Monte Carlo (283)

C Plus Plus Monte Carlo (176)

Jupyter Notebook Monte Carlo (89)

Video Game Monte Carlo (70)

1-7 of 7 search results

Privacy | About | Terms | Follow Us On Twitter

Copyright 2018-2024 Awesome Open Source. All rights reserved.