Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Jupyter Notebook
Stargazers
- MondscheinDativ
- juliakonczal
- ErdiTk
- bansalsneha-56
- liugoanywhere
- fritolhere
- MalykhN
- mm738
- nonameless88
- kentkosIndianapolis
- qwer5216
- x7jeon8gi
- fltngpnt
- mazhen12
- ThomasKris25New York
- Hellorickie
- TMRPennPhiladelphia, Pennsylvania, USA
- josephbkt
- simplifier89
- Yannlecun
- JaneAokiShanghai, China
- silentsky2billten
- mbottoniBrazil
- Boris-73-TANew York
- ChrisD-7
- Reginalovecode
- Jerome917
- laiwenghong
- yinxip
- Noah-Metzger
- wass1m-k
- ArunKmrA
- lueguang
- Robin-Guilliou