Topic: american-options Goto Github
Some thing interesting about american-options
Some thing interesting about american-options
american-options,Lattice/tree pricing methods for European and American options
User: 732jhy
american-options,This project provides an implementation of the American Option pricing model using Binomial Trees. American Options offer the unique feature of being exercisable at any time prior to expiration, adding complexity to the pricing process.
User: aidanabekboeva
american-options,A Program to calculate the price of American put or call option with Least Square Monte Carlo
User: albertlin0327
american-options,Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
User: andrewlyasoff
american-options,This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
User: anjishtgosain
american-options,Collection of notebooks about quantitative finance, with interactive python code.
User: cantaro86
american-options,Find Bermuda Option Decision Boundary
User: chen-bowen
american-options,Pricing American style option by estimating optimal stopping time using deep learning
User: christianyeo
american-options,An american option pricer based on neural network regression.
User: dbischof90
american-options,Lab assignments of Financial Engineering Course MA374
User: deepakgouda
american-options,Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
User: ericjxshi
american-options,Financial Analytics on GPU
User: gituliar
Home Page: https://tastycode.com
american-options,Accompanying C++ code for the TastyHedge blog
User: gituliar
Home Page: https://tastyhedge.com
american-options,Financial Engineering
User: grantbaker576
american-options,European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
User: hsjharvey
american-options,Asian, American, European and barrier option pricing
User: itneri
american-options,A project with JavaScript, CSS and a bit of HTML. This is an item filtering project with an HTML "select" element.
User: javiervaleriano
Home Page: https://javiervaleriano.github.io/javier-menu-copamerica2021/
american-options,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
american-options,Simple app to valuate price of financial instruments
User: marek-bauer
american-options,A point relaxation algorithm for pricing and computing optimal exercise boundaries for American options
User: marieborac
Home Page: https://github.com/marieborac/PSOR_AmericanOptionsPricing
american-options,Secondary band prediction model
User: nonomalpi
american-options,A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
User: pmontalb
Home Page: https://pmontalb.github.io/FiniteDifferencePricing/
american-options,This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
User: pontazaricardo
american-options,Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
User: robertmorey
american-options,Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
User: robertmorey
american-options,Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
User: shashank-khanna
american-options,Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
User: white07s
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