BSM provides an evaluation of an option's fair value, which traders incorporate into their strategies. BSM is a pricing model used to determine the theoretical value for a call or a put option based on some variables. Used supervised regression-based model to learn the Black- Scholes option pricing model from simulated data. Compared the performance of the linear and nonlinear models. Used various Boosting and Bagging methods GradientBoostingRegressor, ExtraTreesRegressor to compare the results generated.
AryanshShrivastava/Black-Scholes-Options-Pricing-Model
BSM provides an evaluation of an option's fair value, which traders incorporate into their strategies. BSM is a pricing model used to determine the theoretical value for a call or a put option based on some variables.
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