hsjharvey / Option-Pricing Star 91 Code Issues Pull requests European/American/Asian option pricing module. BSM/Monte Carlo/Binomial option-pricing american-options exotic-option black-scholes european-options longstaff-schwartz binomial-pricing Updated Nov 7, 2022 Python
ChristianLindler / optionspricer Star 2 Code Issues Pull requests American and European options pricer web app build with Flask and React options web-app heston-model longstaff-schwartz stochastic-volatility Updated Dec 19, 2023 JavaScript
PontusHovb / Option-Pricing Star 1 Code Issues Pull requests Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options binomial-model american-options newton-raphson black-scholes european-options brownian-motion longstaff-schwartz Updated Jul 29, 2024 Jupyter Notebook
alichopping / LS-Convertible-Bond-Pricer Star 0 Code Issues Pull requests An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond. derivative-pricing longstaff-schwartz convertible-bond Updated Jul 30, 2024 Python