Pinned Repositories
ivix
JAQS
MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
SABR_local_vol
Construction of local volatility surface by using SABR
TradeSim
JeiWang's Repositories
JeiWang/ivix
JeiWang/JAQS
JeiWang/MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
JeiWang/SABR_local_vol
Construction of local volatility surface by using SABR
JeiWang/TradeSim