MrinalArun / Monte-Carlo-Simulation-and-Machine-Learning Public

Various Monte Carlo simulation and machine learning techniques for Option Pricing

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Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
AsianCall_Regular (1).m		AsianCall_Regular (1).m
AsianCall_Stratified (1).m		AsianCall_Stratified (1).m
Bankruptcy_Tilted_IS.m		Bankruptcy_Tilted_IS.m
Boosting.R		Boosting.R
Bootstrapping.R		Bootstrapping.R
Call_asian_payoff (1).m		Call_asian_payoff (1).m
Control Variates.R		Control Variates.R
GBM_SDE_KnockoutPut.m		GBM_SDE_KnockoutPut.m
GBM_SDE_Schemes.m		GBM_SDE_Schemes.m
GibbsHierarchical.m		GibbsHierarchical.m
Google paging algorithm.R		Google paging algorithm.R
HMM.R		HMM.R
Heston_SDE_Schemes.m		Heston_SDE_Schemes.m
Hidden Markov Models.m		Hidden Markov Models.m
Importance Sampling.R		Importance Sampling.R
Lasso.R		Lasso.R
Linked List		Linked List
LinkedListInsertion.cpp		LinkedListInsertion.cpp
MCMC.R		MCMC.R
MixedEstimators_DeltaDigital.m		MixedEstimators_DeltaDigital.m
Multi Control Variates.R		Multi Control Variates.R
Naive Bayes .R		Naive Bayes .R
NaiveBayes.R		NaiveBayes.R
Netflix Problem.R		Netflix Problem.R
Option Pricing - Variance Reduction.R		Option Pricing - Variance Reduction.R
README.md		README.md
Random Forest.R		Random Forest.R
Reduced Rank LDA.R		Reduced Rank LDA.R
Regression.R		Regression.R
SVM.R		SVM.R
StratifiedMCS (1).m		StratifiedMCS (1).m
Vega_Asian_Pathwise_v_LikelihoodRatio.m		Vega_Asian_Pathwise_v_LikelihoodRatio.m