Option pricing example using python

Two options to run the code(Run them locally or run on Google Cloud). See instructions below for each

First Option: Run code locally(Slow, takes around 3-5 minutes on my computer)

1. create virtual environment by running command below

python -m venv .venv

2. Install all the project dependency using by running command below

pip install -r requirements.txt

3. Activate your virtual environment()

.venv\scripts\activate

4. Go to option_pricing_api.py and price your preferred option by changing parameters as shown in screenshot below and run this file( make sure your virtual environment is activated or selected)

Second Option: Run code google cloud(很快 30 秒左右， 不需要任何安装， 新手推荐这个选项）

1. Go to Google Colaboratory in your browser
2. Click "File" and then click "Open notebook" and then select GitHub
3. Enter the URL of this repository's notebook, e.g.: https://github.com/hgao62/multi_process_american_option_pricing/blob/develop/price_option.ipynb
4. Click the search icon
5. As you open the notebook in Google Colaboratory,不要忘了run 第一个cell 的代码