using the Inverse-Transform method to speed up options pricing simulations in R
☆28Mar 20, 2026Updated 5 months ago
Alternatives and similar repositories for Option-Pricing-via-Levy-Models-in-R
Users that are interested in Option-Pricing-via-Levy-Models-in-R are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆14Sep 16, 2022Updated 3 years ago
- ☆13Jul 28, 2019Updated 7 years ago
- Portfolio optimization package in Python.☆16Feb 20, 2020Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆29Apr 22, 2022Updated 4 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 7 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.
- Financial modelling, derivatives, investments☆14May 25, 2019Updated 7 years ago
- Provides advanced options strategies analytics using IG Index REST API☆10Oct 16, 2020Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Mar 23, 2020Updated 6 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- Python Code for Option Analysis☆47Dec 4, 2018Updated 7 years ago
- Machine Learning for Quantitative Finance☆26Jun 8, 2018Updated 8 years ago
- Get Tidy Fundamental Financial Data from EGDAR☆14May 6, 2026Updated 4 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- R-shiny application for forecasting☆12Oct 7, 2019Updated 6 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- CRAN Task View: Empirical Finance☆15Aug 25, 2026Updated last week
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆66Jan 5, 2020Updated 6 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 6 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 5 years ago
- R code for finance☆21Jul 9, 2025Updated last year
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Dec 7, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Tutorial on Bayesian optimization in R☆15Apr 28, 2022Updated 4 years ago
- 🛠 Useful R functions for various things☆18Jul 4, 2019Updated 7 years ago
- Sixty years of deforestation and forest fragmentation in Madagascar☆15Nov 25, 2020Updated 5 years ago
- Repository for the Data Science Professional Program from Harvard University on edX☆39Aug 25, 2019Updated 7 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆251Feb 27, 2025Updated last year
- An R implementation of Interactive Brokers API☆46Aug 25, 2026Updated last week
- A package for performing time series classification in Weka.☆10Aug 16, 2023Updated 3 years ago
- A columnar data container that can be compressed.☆19Nov 3, 2025Updated 10 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Wrapper for programmatic access to Microsoft Outlook on Windows through RDCOMClient☆14Jun 14, 2018Updated 8 years ago
- ☆20Jan 10, 2018Updated 8 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Aug 19, 2018Updated 8 years ago
- A python implementation of the Rotation Forest algorithm per https://arxiv.org/abs/1809.06705.☆23Jan 21, 2020Updated 6 years ago
- Material from my master level course "Empirical Industrial Organisation and Consumer Choice"☆12Jun 29, 2018Updated 8 years ago