romanmichaelpaolucci / Algorithmic_Delta_Hedging

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

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Algorithmic_Delta_Hedging

A library for pricing, and visualizing european options for hedging a portfolio

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A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

License:MIT License


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Language:Python 100.0%