European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Monte Carlo option pricing algorithms for vanilla and exotic options
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Option pricing code, mostly in python
Exotic options by Monte Carlo
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.
This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
Vrednovanje azijskih opcija
Pricing and sensitivity analysis for Exotics by Monte Carlo method
Public Verison for option pricing documentation
GHOptimal options protocol
A high-performance C++ library for pricing European, American, and Exotic options
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