exotic-option topic
List
exotic-option repositories
Monte-Carlo-Option-Pricing
22
Stars
8
Forks
Watchers
Monte Carlo option pricing algorithms for vanilla and exotic options
Option-Pricing
90
Stars
26
Forks
Watchers
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Deep-PPDE
31
Stars
3
Forks
Watchers
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options