control-varates
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jerryxyx / MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Language:Jupyter Notebook 99
There are 0 repository under control-varates topic.
jerryxyx / MonteCarloA model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM