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vanilla-option-pricing

Here are 2 public repositories matching this topic...

donlelef / vanilla-option-pricing

Stochastic models to price financial options

option-pricing quantitative-finance stochastic-processes financial-options vanilla-option-pricing

Updated Dec 7, 2020
Python

RobertMorey / CppFiniteDifference

Finite Difference Method for options pricing (European and American) in C++ (Explicit only)

american-options european-options finite-difference-method options-pricing vanilla-option-pricing

Updated Mar 2, 2024
C++

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