Topic: "american-option"
antdvid/FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Language: Python - Size: 80.1 KB - Last synced at: over 2 years ago - Pushed at: almost 5 years ago - Stars: 26 - Forks: 8
Moe-Dada/risk_neutral
A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.
Language: Python - Size: 131 KB - Last synced at: 23 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0
vishishtpriyadarshi/MA473-Computational-Finance
MA473: Computational Finance
Language: MATLAB - Size: 12.2 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 1
