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Published 20 hours ago • verified publisher icon shashank-khanna
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Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

Option-Pricing

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

European Option pricing:

https://www.shashan.info/blog/option-pricing-part-2-european

American Option pricing:

https://www.shashan.info/blog/category/american-option-prices

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verified publisher icon shashank-khanna

Metadata

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

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