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  • Stevens Institute of Technology
  • Hoboken
  • 16:38 (UTC -05:00)

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Achievement: Pull Sharkx2

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  1. Avellaneda-Stoikov-MarketMaking Avellaneda-Stoikov-MarketMaking Public

    Python 5 1

  2. Approximating-derivative-prices-in-continuous-time-models Approximating-derivative-prices-in-continuous-time-models Public

    Implementation of paper of Kristensen, Mele: Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models

    Jupyter Notebook 2