European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
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Updated
Nov 7, 2022 - Python
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
Implementing the binomial option pricing framework in Python for educational and analytical use
Global Markets Options Pricing
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