cos-method

There are 2 repositories under cos-method topic.

kirillzx/Generalized-Bates-model-draft
📚SDE research and modelling in Finance📚
Language:Jupyter Notebook7 1 00
luisontaneda/option_pricing_pybind11
COS Method and Montercarlo simulation implementation for option pricing using pybind11.
Language:Makefile2 1 00