2 results found Sort:

VivekPa
BinomialOptModel VivekPa
36
84
mit
5
A python program to implement the discrete binomial option pricing model
python binomial-model option-pricing quantitative-finance
Created 2018-08-13
44 commits to master branch, last one 6 years ago
Robin-Guilliou
Option-Pricing Robin-Guilliou
16
72
unknown
5
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
monte-carlo heston-model black-scholes barrier-option binomial-model option-pricing fourier-transform implied-volatility finite-difference-schemes jump-diffusion-mertons-model
Created 2021-11-05
28 commits to main branch, last one 2 years ago