binomial-lattice

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EricJXShi / Monte-Carlo-Lattice-Options-Pricing

Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.

monte-carlo-simulation dynamic-programming american-options exotic-option options-pricing binomial-lattice

Updated Jun 18, 2022
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jordanhasgul / binomial-options-pricing-model

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An implementation of the binomial options pricing model, formalized by Cox, Ross and Rubinstein from the paper "Option pricing: A simplified approach.", for the valuation of American call and put options.

cpp derivatives option-pricing american-options put-option call-option binomial-lattice

Updated Dec 13, 2020
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