jkirkby3/PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

语言：MATLAB · GitHub 星标：209 · Fork：80

话题：american-options · asian-option · barrier-option · bermudan-option · black-scholes · derivatives · european-options · fourier-transform

在 GitHub 上查看原仓库