This repository contains a set of scripts about MonteCarlo and Quasi-MonteCarlo methods applied to the assessment of spreads and lookback stock options (European style execution).
- Vanilla options used for testing and reference purposes for more complex cases
- Spread options are a type of stock options that are a linear combinations of multiple underlying assets
- LookBack discrete options are a function that looks for the maximum or minimum value of the underlying asset at a finite set of future monitoring prices