Stars
6
Forks
1
Language
C++
Last Updated
May 28, 2023
Similar Repos
Repo | Language | Stars | Description | Updated At |
---|---|---|---|---|
Python | 46 | FFT-based Option Pricing Methods in Python | Nov 11, 2022 | |
Python | 2 | Option Pricing Using BSM | Dec 07, 2022 | |
Rust | 12 | Option pricing using fang oosterlee algorithm | Nov 29, 2022 | |
Python | 2 | Asian option pricing using different methods. | Dec 19, 2022 | |
C++ | 2 | Option pricing using Monte Carlo simulations | Jun 22, 2017 | |
Jupyter Notebook | 6 | Barrier Option Pricing | Nov 27, 2022 | |
Python | 3 | option pricing toolbox | Jan 26, 2023 | |
Jupyter Notebook | 2 | Option pricing methods | Mar 02, 2021 | |
Python | 2 | Barrier Option Pricing | Aug 17, 2022 | |
C++ | 3 | Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA. | Jul 30, 2022 | |
JavaScript | 62 | Option pricing using the Black-Scholes formula | Dec 23, 2022 | |
MATLAB | 3 | [FT and FFT] Option pricing with the SINC approach: experiments under the rough Heston model | Oct 22, 2022 | |
C++ | 2 | An option pricing demo. Three option pricing models with their greeks. | Jun 05, 2023 | |
C++ | 7 | Local Volatility Option Pricing | Sep 26, 2022 | |
Jupyter Notebook | 3 | Quantum Finance- Option Pricing | Jan 01, 2023 | |
Jupyter Notebook | 2 | Option pricing with Keras | Mar 10, 2019 | |
MATLAB | 2 | Option Pricing with Matlab | Sep 26, 2022 | |
Go | 23 | Calculations for theoretical option pricing, using Go (golang) | Jan 25, 2023 | |
Python | 2 | Option pricing using Monte Carlo and Control Variates | Aug 17, 2022 | |
HTML | 33 | R package for option pricing | Dec 26, 2022 | |
C++ | 2 | Option Pricing and Stochastic Calculus | Jan 20, 2023 | |
Jupyter Notebook | 4 | Option Pricing with reinforcement learning | Oct 05, 2022 | |
Objective-C | 2 | Option pricing methods in MATLAB. | Oct 15, 2013 | |
JavaScript | 2 | Option pricing with tree model | Nov 26, 2022 | |
Jupyter Notebook | 4 | Python Binomial Stock Option Pricing | Jun 08, 2022 | |
R | 4 | Option Volatility and Pricing Models. | Apr 19, 2023 | |
None | 2 | Option Volatility and Pricing Models. | Mar 04, 2023 | |
Rust | 4 | Functions as a service for option pricing using rust | Jan 28, 2023 | |
Python | 2 | Automated Option pricing using the Black-Scholes Financial Model | Nov 30, 2022 | |
R | 7 | Finance R program - bond pricing, option pricing, and others | Mar 09, 2021 | |
Jupyter Notebook | 3 | Binomial Model Pricing, Exotic and Path-dependent option pricing, MBS pricing, etc | Jul 17, 2022 | |
Python | 4 | A option pricing repo including American Option, European Option, spread, binary, barrier | Oct 12, 2022 | |
Python | 4 | Option pricing code, mostly in python | Dec 05, 2022 | |
C++ | 9 | Discrete Asian Option Pricing for GPUs | Nov 20, 2022 | |
None | 2 | Asian Option Pricing written in VBA | Apr 20, 2022 | |
Shell | 2 | Equity option pricing and scanning framework | Nov 25, 2019 | |
Python | 4 | ADI Finite Difference schemes for option pricing using the Heston model | Oct 20, 2022 | |
Python | 6 | Risk-neutral density-density based option pricing | Dec 25, 2022 | |
TypeScript | 5 | Option pricing and payoff charts in React | Oct 14, 2022 | |
Python | 4 | C++ option pricing library on vanillas & exotics | Jan 29, 2023 | |
None | 5 | Numerical methods and option pricing in VBA | Nov 07, 2021 | |
Jupyter Notebook | 4 | Deep neural network for American option pricing | Jan 30, 2023 | |
R | 3 | Stochastic Mesh Method for American Option Pricing | Sep 15, 2020 | |
Jupyter Notebook | 2 | Vanilla and Exotics option pricing - Heston Model | Oct 28, 2022 | |
Python | 2 | European option pricing, Black and Scholes Model | Mar 26, 2022 | |
Jupyter Notebook | 2 | Option Pricing 2019 for G**A Project | Nov 23, 2022 | |
Python | 2 | Option Pricing Algorithm and Monte Carlo Simulation | Mar 09, 2020 | |
Jupyter Notebook | 2 | A Python package with equations for Option Pricing and Option Greeks. | Nov 07, 2023 | |
Python | 65 | Vanilla option pricing and visualisation using Black-Scholes model in pure Python | Nov 27, 2022 | |
C# | 4 | A basic European call option pricing model using a Monte Carlo simulation | Jul 23, 2020 |