lookback-option

There are 0 repository under lookback-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
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