European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Monte Carlo option pricing algorithms for vanilla and exotic options
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Option pricing code, mostly in python
Exotic options by Monte Carlo
Simulates and prices exotic options using stochastic models and Monte Carlo methods in Python. Includes tools for analyzing product behavior, sensitivities (Greeks), and model risk.
⚡ Streamline option pricing with ML surrogate models, achieving 100-1000x speedup and <1% error for efficient real-time risk management.
Pricing models for different types of option contracts.
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