European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Monte Carlo option pricing algorithms for vanilla and exotic options
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Option pricing code, mostly in python
Exotic options by Monte Carlo
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.
Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
Vrednovanje azijskih opcija
Pricing and sensitivity analysis for Exotics by Monte Carlo method
Public Verison for option pricing documentation
GHOptimal options protocol
Add a description, image, and links to the exotic-option topic page so that developers can more easily learn about it.
To associate your repository with the exotic-option topic, visit your repo's landing page and select "manage topics."