barrier-option
There are 8 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
Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
SebastienEveno/exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
ITNeri/Option_Pricing
Asian, American, European and barrier option pricing
GrantBaker576/FinancialEngineering
Financial Engineering
HarrisonLam129/Pathwise-Difference-and-MLMC
Analysing multi-level Monte Carlo in options pricing.
arielsboiardi/FEM-BBoption
Codes for the final project of the course Mathematical models in Finance
Aniket2002/option-pricing
Interactive Streamlit dashboard for visualizing and comparing option pricing models — Black-Scholes, Binomial Trees, Monte Carlo, Asian, and Barrier options — with real-time simulations and strategy insights.