Stars
2
Forks
1
Language
C++
Last Updated
May 21, 2022
Similar Repos
Repo | Language | Stars | Description | Updated At |
---|---|---|---|---|
Python | 60 | European/American/Asian option pricing module. BSM/Monte Carlo/Binomial | Jan 04, 2023 | |
Python | 18 | Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European … | Sep 07, 2022 | |
Python | 2 | Pricing American options using Monte Carlo simulation | Aug 13, 2020 | |
Jupyter Notebook | 2 | Pricing American Option with Least Square Monte Carlo | Jul 07, 2021 | |
Python | 26 | Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and … | Sep 07, 2022 | |
Python | 3 | Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different … | Dec 13, 2022 | |
Python | 2 | Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation | Dec 31, 2022 | |
Jupyter Notebook | 5 | Monte Carlo Pricing and Greeks estimation under Black Scholes and Heston Models | Oct 21, 2022 | |
JavaScript | 62 | Option pricing using the Black-Scholes formula | Dec 23, 2022 | |
Python | 3 | Computes binomial trees for the underyling and option prices of American or European style options. | Aug 11, 2021 | |
C# | 4 | A basic European call option pricing model using a Monte Carlo simulation | Jul 23, 2020 | |
Python | 2 | European option pricing, Black and Scholes Model | Mar 26, 2022 | |
C# | 7 | 量化交易 Trading Options Using Monte-Carlo Simulated Black-Scholes Pricing Model | Mar 27, 2022 | |
C++ | 11 | Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing | Feb 05, 2023 | |
Jupyter Notebook | 3 | A jupyter notebook for option pricing. The models used are the binomial tree for option … | Oct 27, 2020 | |
Python | 2 | python algorithm for european option pricing scheme using BS and Monte Carlo Simulation | Nov 04, 2019 | |
Python | 5 | Monte Carlo simulation: Pricing an European options under binary and lookback payoff schemes | Sep 27, 2022 | |
C++ | 4 | Monte-Carlo simulations for option pricing and greeks computation using the Black-Scholes and Heston models | Nov 11, 2022 | |
C++ | 2 | Option pricing using Monte Carlo simulations | Jun 22, 2017 | |
Python | 4 | Python implementation of Black Scholes and binomial tree option pricing | Sep 29, 2021 | |
VHDL | 8 | Black-Scholes style options pricing using Monte Carlo methods. Written in VHDL for the Cyclone IV … | Jan 04, 2022 | |
Python | 2 | Option Pricing Algorithm and Monte Carlo Simulation | Mar 09, 2020 | |
TypeScript | 2 | Monte Carlo formula for simulating PI solution | Jun 27, 2022 | |
C++ | 5 | Computing Black Scholes european options pricing in C++ or Clojure | Feb 04, 2023 | |
MATLAB | 2 | Pricing of vanilla, american and chooser options using variations of the finite difference scheme and … | Feb 11, 2023 | |
Python | 3 | Lattice/tree pricing methods for European and American options | May 07, 2022 | |
Java | 7 | Java functions and applet for Black Scholes option pricing formula | Aug 08, 2022 | |
C++ | 3 | Option pricing with BSDE and Monte Carlo method | May 17, 2021 | |
C++ | 4 | Monte Carlo simulation to option pricing in CUDA | Jan 12, 2023 | |
Python | 2 | Multi-level Monte Carlo simulation of option pricing | Jul 05, 2021 | |
Python | 2 | Option pricing using Monte Carlo and Control Variates | Aug 17, 2022 | |
HTML | 2 | Course in Monte Carlo Simulation for Derivative Pricing | Nov 25, 2020 | |
Python | 6 | Monte Carlo pricing of the Heston model for stochastic volatility | Dec 24, 2022 | |
Haskell | 3 | Implementation of the Black-Scholes-Merton model for pricing European options in Haskell. | Jul 27, 2022 | |
Jupyter Notebook | 18 | Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with … | Jan 28, 2023 | |
Jupyter Notebook | 5 | Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, … | Jun 07, 2022 | |
Cuda | 2 | Monte Carlo simulation for options pricing in CUDA C++. | Dec 13, 2022 | |
C++ | 3 | Asian Option Pricing with C++ via Monte Carlo Methods | Apr 14, 2022 | |
Python | 188 | Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied … | Aug 25, 2022 | |
Cuda | 8 | Pricing European and American options with jump models using CUDA on the GPU | Jan 07, 2023 | |
Python | 10 | Monte Carlo option pricing algorithms for vanilla and exotic options | May 28, 2022 | |
Python | 4 | A option pricing repo including American Option, European Option, spread, binary, barrier | Oct 12, 2022 | |
Python | 15 | Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method | Apr 24, 2023 | |
Jupyter Notebook | 2 | Simple binomial tree pricing algorithm to calculate the price of an European call or put … | Mar 20, 2022 | |
C++ | 3 | Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA. | Jul 30, 2022 | |
JavaScript | 9 | Uncertainty propagation tool using both Gauss formula and monte carlo method. | May 02, 2022 | |
Jupyter Notebook | 3 | Pricing for both European and American Option using Crank-Nicolson finite difference approximation | May 20, 2022 | |
Jupyter Notebook | 8 | The purpose of this notebook is to explore different methods for the valuation of options … | Nov 09, 2022 | |
Jupyter Notebook | 2 | Using Monte Carlo to predict stock prices and calculate Option payoff | Sep 10, 2023 | |
Jupyter Notebook | 2 | A simple Python scripts for Option Pricing Modeling based on The Black Scholes Formula using … | Jul 07, 2021 |