aldodec / Black-Scholes-Option-Pricing-with-Monte-Carlo-View external linksLinks
The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes pricing model with the use of Python. In particular, we will rely on Monte Carlo methods for the pricing of european call options, and compare the results with those obtained through the exact Black-Scholes solution…
☆27Jul 17, 2019Updated 6 years ago
Alternatives and similar repositories for Black-Scholes-Option-Pricing-with-Monte-Carlo-
Users that are interested in Black-Scholes-Option-Pricing-with-Monte-Carlo- are comparing it to the libraries listed below
Sorting:
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 5 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- Secure Interrogation of Genomic Databases (SIG-DB) using Homomorphic Encryption☆10May 16, 2018Updated 7 years ago
- Open quantum walk simulations in python☆10Oct 11, 2016Updated 9 years ago
- Jupyter wrapper kernel that logs all cell outputs to files with history tracking☆10Feb 7, 2026Updated last week
- Removes all forbidden characters from the file name.☆10Dec 16, 2024Updated last year
- A Python library for pruning and visualizing Keras Neural Networks' structure and weights☆10Dec 24, 2019Updated 6 years ago
- Financial Machine Learning with R☆15Jan 26, 2020Updated 6 years ago
- Pytorch Implementation of the Explainable Conditional Adversarial Autoencoder using Saliency Maps and SHAP (J. of Imaging - MDPI)☆12Mar 5, 2025Updated 11 months ago
- Fractals using Python 3☆10Apr 9, 2021Updated 4 years ago
- Automatically perform exploratory data analysis, and generate a report in Word '.docx' format.☆10Updated this week
- ☆13Nov 18, 2018Updated 7 years ago
- A novel general non-stationary point process model based on neural networks.☆11Sep 23, 2022Updated 3 years ago
- An android demo which covert camera preview data in NV21 format to I420 by libyuv☆10Oct 6, 2015Updated 10 years ago
- 🟣 Gans interview questions and answers to help you prepare for your next machine learning and data science interview in 2026.☆10Jan 4, 2026Updated last month
- Graph-based image anomaly detection algorithm leveraging on the Graph Fourier Transform☆13Feb 12, 2020Updated 6 years ago
- BMW's I-Bus to TCP/IP Gateway☆19Dec 24, 2014Updated 11 years ago
- Revel (framework) + mongodb generator☆10Mar 23, 2020Updated 5 years ago
- A hybrid quantum-classical neural network simulation platform. Quantum simulation uses QTensor, a state-of-the-art tensor network-based s…☆14Jun 27, 2023Updated 2 years ago
- How to constrain a square view with Auto Layout in iOS☆11Jun 2, 2015Updated 10 years ago
- Utilities for polling, retrying, and exception handling☆10Aug 27, 2019Updated 6 years ago
- Testing the performance of different tensor network architectures on MNIST classification tasks.☆11Jun 1, 2020Updated 5 years ago
- ☆11Jul 3, 2019Updated 6 years ago
- ☆12Oct 14, 2024Updated last year
- Implementing LSTM for time series data☆12Feb 4, 2023Updated 3 years ago
- Plug and play websocket support for ruby on rails.☆10Nov 4, 2018Updated 7 years ago
- Lecture: Data Compression in Computational Science and Quantum Computing (計算科学・量子計算における情報圧縮)☆12Jan 18, 2023Updated 3 years ago
- GrabCut iOS Application☆10Jan 22, 2018Updated 8 years ago
- ☆10Mar 16, 2022Updated 3 years ago
- ☆10Dec 17, 2018Updated 7 years ago
- ☆11May 8, 2018Updated 7 years ago
- "LINDO" The Home Assistant Robot☆14Oct 6, 2018Updated 7 years ago
- This project scrapes 0.8 Million data from stockanalysis.com along with all the filters and updates it on a Google Sheet every 15 minutes…☆20Nov 23, 2023Updated 2 years ago
- Install script collection for open-source software☆14Oct 2, 2025Updated 4 months ago
- Java support for ISO 6709 representation of geographic point location by coordinates☆11Feb 1, 2026Updated 2 weeks ago
- ☆13Nov 22, 2022Updated 3 years ago
- A XAI Framework to provide Contrastive Whole-output Explanation for Image Classification.☆10Jul 28, 2023Updated 2 years ago
- 🟣 LLMOps interview questions and answers to help you prepare for your next machine learning and data science interview in 2026.☆14Jan 4, 2026Updated last month
- Estimate maximum Lyapunov exponent for short time series using Rosenstein, et al. method☆11Jul 26, 2015Updated 10 years ago