AlbertLin0327 / Least-Square-Monte-Carlo Star 13 Code Issues Pull requests A Program to calculate the price of American put or call option with Least Square Monte Carlo monte-carlo option-pricing financial-analysis mathematical-finance american-options least-squares-monte-carlo lsmc Updated Jun 7, 2023 Python
jaysc96 / derivative-pricing Star 0 Code Issues Pull requests A website for pricing options using black scholes model and different monte carlo methods python3 monte-carlo-simulation derivatives-pricing finite-difference-method options-pricing black-scholes-merton least-squares-monte-carlo Updated Sep 23, 2024 HTML