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Shell |
2 |
Equity option pricing and scanning framework |
Nov 25, 2019 |
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Jupyter Notebook |
18 |
Currency Binary Option Pricing with 3 methods and implied smile |
Feb 04, 2023 |
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Jupyter Notebook |
4 |
Pricing American style option by estimating optimal stopping time using deep learning |
Jan 13, 2023 |
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Ruby |
43 |
Probability distributions for Ruby. |
Mar 05, 2023 |
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R |
13 |
Visualize probability distributions |
Mar 01, 2023 |
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Lua |
60 |
Probability distributions, wrapped for Torch. |
Jul 27, 2022 |
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Jupyter Notebook |
14 |
Tool for exploring probability distributions. |
May 01, 2023 |
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Jupyter Notebook |
6 |
Barrier Option Pricing |
Nov 27, 2022 |
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Python |
3 |
option pricing toolbox |
Jan 26, 2023 |
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Jupyter Notebook |
2 |
Option pricing methods |
Mar 02, 2021 |
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Python |
2 |
Barrier Option Pricing |
Aug 17, 2022 |
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R |
4 |
Visualize probability distributions values |
Jan 04, 2022 |
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Java |
2 |
Calculations for theoretical option pricing, financial Greeks, and related topics such as stock price probability. |
Jan 29, 2020 |
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Jupyter Notebook |
9 |
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model |
Nov 14, 2022 |
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TypeScript |
7 |
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and … |
Sep 12, 2022 |
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HTML |
33 |
R package for option pricing |
Dec 26, 2022 |
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C++ |
2 |
An option pricing demo. Three option pricing models with their greeks. |
Jun 05, 2023 |
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C++ |
7 |
Local Volatility Option Pricing |
Sep 26, 2022 |
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C++ |
4 |
Option pricing using FFT |
Jul 23, 2021 |
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Jupyter Notebook |
3 |
Quantum Finance- Option Pricing |
Jan 01, 2023 |
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Python |
2 |
Option Pricing Using BSM |
Dec 07, 2022 |
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Jupyter Notebook |
2 |
Option pricing with Keras |
Mar 10, 2019 |
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MATLAB |
2 |
Option Pricing with Matlab |
Sep 26, 2022 |
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JavaScript |
11 |
Statistical routines and probability distributions. |
Apr 12, 2020 |
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Julia |
11 |
Empirical probability distributions in Julia |
Mar 29, 2023 |
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R |
6 |
CRAN Task View: Probability Distributions |
Jan 13, 2023 |
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HTML |
6 |
App to explore probability distributions |
May 01, 2023 |
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Jupyter Notebook |
2 |
Diverse asymptotics for option prices and implied volatilities |
Apr 03, 2023 |
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C++ |
9 |
Discrete Asian Option Pricing for GPUs |
Nov 20, 2022 |
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R |
94 |
R6 object-oriented interface for probability distributions. |
Jun 17, 2022 |
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Haskell |
8 |
Haskell package for finite discrete probability distributions. |
Jan 05, 2022 |
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C++ |
3 |
Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA. |
Jul 30, 2022 |
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Matlab |
29 |
Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter … |
Jul 03, 2022 |
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C++ |
2 |
Option Pricing and Stochastic Calculus |
Jan 20, 2023 |
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Jupyter Notebook |
4 |
Option Pricing with reinforcement learning |
Oct 05, 2022 |
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Objective-C |
2 |
Option pricing methods in MATLAB. |
Oct 15, 2013 |
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JavaScript |
2 |
Option pricing with tree model |
Nov 26, 2022 |
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Jupyter Notebook |
4 |
Python Binomial Stock Option Pricing |
Jun 08, 2022 |
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R |
4 |
Option Volatility and Pricing Models. |
Apr 19, 2023 |
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None |
2 |
Option Volatility and Pricing Models. |
Mar 04, 2023 |
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Julia |
13 |
Conditional probability distributions powered by DistributionsAD.jl |
May 24, 2022 |
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TypeScript |
3 |
Probability distributions using the Giry Monad |
May 20, 2022 |
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R |
7 |
Finance R program - bond pricing, option pricing, and others |
Mar 09, 2021 |
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Jupyter Notebook |
3 |
Binomial Model Pricing, Exotic and Path-dependent option pricing, MBS pricing, etc |
Jul 17, 2022 |
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Python |
9 |
Basic Tradier API examples for equity and option orders |
Jan 05, 2022 |
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Python |
6 |
Extended functionality for univariate probability distributions in PyTorch |
Feb 01, 2023 |
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Jupyter Notebook |
4 |
Deep neural network for American option pricing |
Jan 30, 2023 |
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R |
3 |
Stochastic Mesh Method for American Option Pricing |
Sep 15, 2020 |
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Jupyter Notebook |
2 |
Option Pricing 2019 for G**A Project |
Nov 23, 2022 |
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Python |
188 |
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied … |
Aug 25, 2022 |