asian-option

There are 0 repository under asian-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
quantitative-finance levy-processes black-scholes american-options bermudan-option asian-option european-options lookback-option variance-swap barrier-option heston-model jump-diffusion fourier-transform derivatives options monte-carlo option-pricing stochastic-volatility-models sabr quant-finance
Language:MATLAB 156
ahudde / greeks
Sensitivities of Prices of Financial Options and Implied Volatilites
option greeks asian-option r-package implied-volatility
Language:R 5
ITNeri / Option_Pricing
Asian, American, European and barrier option pricing
option-pricing american-options asian-option european-options barrier-option
Language:Python 4
olof98johansson / FinancialOptionsModelling
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
options-pricing options asian-option monte-carlo pde financial-modeling european-options call-option put-option financial-derivatives black-scholes
Language:Python 3
deepakgouda / FinanceLab-MA374
Lab assignments of Financial Engineering Course MA374
finance portfolio-management option-pricing stock-prices risk-modelling black-scholes-merton american-options european-options asian-option lookback-option
Language:Jupyter Notebook 2
andreagrbic / master_rad_matf
Vrednovanje azijskih opcija
antithetic-variates control-variates finance financial-mathematics monte-carlo-simulation montecarlo-simulation option-pricing options asian-option exotic-option
Language:R 1
csatzky / asian-option-pricing-in-r
In this article, I present methods to efficiently estimate the price and the probability of exercise for vanilla and exotic options in R. In addition, I compare the empirical delta between European and average rate Asian options.
option-pricing r-programming monte-carlo-simulation asian-option delta-hedging
Language:TeX 1
onurboyar / VarRedOpt
An R Library published on CRAN for variance reduction algorithms.
asian-option antithetic-variates variance-reduction simulation importance-sampling
Language:R 1
PyFE / SumBSM-R
The R code of the "Sum of all Black-Scholes-Merton models" paper
asian-option basket-option black-scholes derivatives quadrature spread-option
Language:R 1