Robin-Guilliou/Option-Pricing

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

语言：Jupyter Notebook · GitHub 星标：96 · Fork：21

话题：barrier-option · binomial-model · black-scholes · finite-difference-schemes · fourier-transform · heston-model · implied-volatility · jump-diffusion-mertons-model

在 GitHub 上查看原仓库