exotic-option
There are 1 repository under exotic-option topic.
hsjharvey / Option-Pricing
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Language:Python 89msabvid / Deep-PPDE
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Language:Python 31732jhy / Monte-Carlo-Option-Pricing
Monte Carlo option pricing algorithms for vanilla and exotic options
Language:Python 21SebastienEveno / exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Language:Python 11Jspano95 / Derivatives_Pricing_Models
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Language:Jupyter Notebook 7jimwwwjim / optionPricing
Option pricing code, mostly in python
Language:Python 6- Language:Python 6
nicolaivicol / binomial-tree-options-R
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
Language:HTML 5AANovokhatskiy / py_exotic_options
Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.
Language:Jupyter Notebook 3EricJXShi / Monte-Carlo-Lattice-Options-Pricing
Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
Language:Jupyter Notebook 3- Language:MATLAB 3
JustTheQuant / StochasticVolatilityTensorFlow
This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
Language:Jupyter Notebook 2andreagrbic / master_rad_matf
Vrednovanje azijskih opcija
Language:R 1- Language:C++ 1
hzz1989118 / Cpp-MonteCarlo_ExoticOption
Pricing and sensitivity analysis for Exotics by Monte Carlo method
Language:C++ 1- 0
- Language:Solidity
