A Program to calculate the price of American put or call option with Least Square Monte Carlo
☆16Jun 7, 2023Updated 3 years ago
Alternatives and similar repositories for Least-Square-Monte-Carlo
Users that are interested in Least-Square-Monte-Carlo are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Monte Carlo simulation to option pricing in CUDA☆11Apr 29, 2017Updated 9 years ago
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 7 years ago
- A tool for detecting anomalies in time series data☆11Oct 9, 2026Updated last week
- A DQN agent that optimally hedges an options portfolio.☆25Feb 4, 2020Updated 6 years ago
- To create a data-web application deployed using the azure app service, which was made on Streamlit, the leading Pythonic data application…☆13Apr 2, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- ☆14Jul 21, 2019Updated 7 years ago
- Implement ARIMA and ARFIMA to forecast returns☆16Jun 2, 2020Updated 6 years ago
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- ☆15May 21, 2019Updated 7 years ago
- Continuous deployment to Azure Functions using Rust☆19May 20, 2023Updated 3 years ago
- Code to find the best stocks for algo-trading.☆16Aug 9, 2020Updated 6 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆97Apr 18, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Estimating stock price correlations using Wikipedia☆25May 11, 2016Updated 10 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated 8 months ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- A Python package for PME (Public Market Equivalent) calculation☆14Jan 16, 2026Updated 9 months ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆48Feb 10, 2023Updated 3 years ago
- ☆19Jun 4, 2021Updated 5 years ago
- web application, powered by Python Flask and OpenAI GPT-3, designed to generate exceptional AI-generated content for a wide range of appl…☆13Feb 7, 2023Updated 3 years ago
- 一些研报的复现☆14Sep 11, 2018Updated 8 years ago
- Tactical Asset Allocation Advisor using Deep Learning☆19Nov 16, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 【开箱即用】IP代理池项目，提供有效代理IP☆15Nov 23, 2017Updated 8 years ago
- Calibration and Simulation Engine for Local Volatility Models☆16Dec 13, 2021Updated 4 years ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆11Apr 26, 2018Updated 8 years ago
- Scientific Mind Mapping☆15Jan 25, 2018Updated 8 years ago
- Distributional Gradient Boosting Machines☆28Dec 13, 2022Updated 3 years ago
- A skilled online business marketer utilizing ChatGPT technology to engage with potential customers and effectively pitch products or serv…☆14Oct 3, 2023Updated 3 years ago
- Simple http interface to control Daikin A/C units via IR using ESP8266☆23Jul 10, 2017Updated 9 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆19Apr 15, 2022Updated 4 years ago
- An R Package for the Financial Modeling Prep Financial Data API☆12Aug 17, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This porject is for recording my study path in snowball option pricing and its delta hedging☆16Feb 12, 2021Updated 5 years ago
- Zakamouline optimal delta hedging strategy python implementation.☆21Dec 11, 2022Updated 3 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Mar 31, 2023Updated 3 years ago
- Creative diagrams in Ti𝑘Z☆13Mar 25, 2021Updated 5 years ago
- Simple scripts that I'm using to automate the boring things.☆19Nov 12, 2017Updated 8 years ago
- A place to find all Custom Stores and OpenAI store for ChatGPT and related apps☆14Dec 4, 2023Updated 2 years ago
- This repository provides various web scraping projects in Jupyter notebooks for both learning and data-related workshopes☆14Oct 21, 2022Updated 3 years ago