binomial-lattice

Here is 1 public repository matching this topic...

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
Jupyter Notebook

Improve this page

Add a description, image, and links to the binomial-lattice topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the binomial-lattice topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

binomial-lattice

Here is 1 public repository matching this topic...

EricJXShi / Monte-Carlo-Lattice-Options-Pricing

Improve this page

Add this topic to your repo