jerryxyx/MonteCarlo

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

语言：Jupyter Notebook · GitHub 星标：125 · Fork：54

话题：cir-model · control-varates · hedge · heston-model · monte-carlo · optimization · option-pricing · variance-reduction

在 GitHub 上查看原仓库