jerryxyx/MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Jupyter Notebook
Stargazers
- actuarial-toolsMicrosoft
- affffa
- amiddleton162
- atemmo
- Caobynk
- coorungSeoul, Republic of Korea
- croatian91CoreHz.io
- dannliuu
- davakian
- dendisuhubdy@bitwyre
- eddietyx
- feribgToronto, Canada
- Jaredgong
- JeiWang
- jerryxyxHanlon Financial System Lab
- jiaqi0208
- Kayrkay
- longmumin
- LydiaLinaWang
- mfrager@savvy-co
- mmitkevichRussia
- mohammedaugie13@bitwyre
- PaddyChang80sGuangzhou,China
- roadeer
- roarkemcEnbridge Inc.
- sabirjana
- saforem2@argonne-lcf
- SeptumCapitalSeptum Capital
- Stephanielovdata
- superidylle
- suthinan-kanchai
- suvrasoumya
- vincedesiowSingapore
- wzriver
- yxn1019Hohai University
- zhongqi0523