Alternatives and similar repositories for Discrete-Asian-Option-Pricing:

Users that are interested in Discrete-Asian-Option-Pricing are comparing it to the libraries listed below

• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆84Updated 11 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆31Updated 11 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆29Updated 11 years ago
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆83Updated 8 years ago
• jmsadair / RapidTrader
  A low-latency, high-throughput order matching system implementation.
  ☆37Updated last year
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆64Updated 2 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…
  ☆46Updated 4 years ago
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆30Updated 7 months ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆75Updated 7 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆137Updated 10 months ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆123Updated 10 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆69Updated 3 years ago
• olibre / Cpp14-OrderBook
  C++14 implementation of an Order Book Stock Exchange
  ☆20Updated 8 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆20Updated 3 months ago
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆135Updated last year
• enricodetoma / backtesting
  ☆10Updated 6 years ago
• david-grs / optiver_trading_game_client
  ☆17Updated 4 years ago
• datar / low-latency-system
  Everything about low latency system.
  ☆60Updated 3 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆31Updated 9 years ago
• Tzadiko / Orderbook
  A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…
  ☆107Updated 9 months ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆27Updated 8 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆28Updated last week
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆61Updated 5 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆73Updated 5 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆105Updated 3 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆120Updated 3 years ago
• sameerlal / MarketMakingGame
  Python version of: https://github.com/sameerlal/OMakeMeAMarket
  ☆23Updated last year
• kilasuelika / backtradercpp
  A C++ 20 backtesting library.
  ☆31Updated last year