barrier-option

There are 6 repositories under barrier-option topic.

jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Language:MATLAB177 6 267
Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Language:Jupyter Notebook73 5 017
SebastienEveno/exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Language:Python13 2 00
ITNeri/Option_Pricing
Asian, American, European and barrier option pricing
Language:Python4 1 01
GrantBaker576/FinancialEngineering
Financial Engineering
Language:Jupyter Notebook1 1 00
arielsboiardi/FEM-BBoption
Codes for the final project of the course Mathematical models in Finance
Language:MATLAB0 1 00