Valuing Real Options with Least Squares Monte Carlo in Python
☆11Jan 14, 2018Updated 8 years ago
Alternatives and similar repositories for simple-real-option-least-squares-monte-carlo
Users that are interested in simple-real-option-least-squares-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:
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆16Jun 7, 2023Updated 2 years ago
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 years ago
- Price options analytically given stock price characteristic function☆16Nov 4, 2015Updated 10 years ago
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated last year
- Using machine learning models like linear regression to make predictions for time series data☆11Apr 28, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Forecasting exchange rates by using commodities prices☆10Oct 15, 2021Updated 4 years ago
- official and current version of TransiEnt library☆16Jan 20, 2026Updated 2 months ago
- Modelica library for district heating network modelling using IBPSA library as core☆21Mar 11, 2025Updated last year
- Course materials for 2489 Data Curation Course of Nova School of Business and Economics☆19Oct 27, 2018Updated 7 years ago
- ☆12Oct 13, 2021Updated 4 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- Tool for demand profile generation in districts☆29Mar 23, 2026Updated last week
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Model Context Protocol server to use ClickHouse® databases in your AI agents☆24Updated this week
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- Repository for Machine Learning and Deep Learning Models for Multivariate Time Series Forecasting☆19Oct 6, 2019Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- ☆11Jun 10, 2018Updated 7 years ago
- GIT Smart HTTP Server Rack Implementation, Python clone of https://github.com/schacon/grack☆30Feb 12, 2014Updated 12 years ago
- ☆16Nov 19, 2021Updated 4 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- Simple Reservoir Simulator written in Python☆10Mar 30, 2016Updated 10 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last week
- ☆20Dec 5, 2019Updated 6 years ago
- A program to optimize option trading strategies☆15Nov 14, 2020Updated 5 years ago
- Usefull scroller for Bittrex platform using websocket with lots of use cases.☆14Mar 1, 2023Updated 3 years ago
- Bitcoin trading examples with Backtrader☆18Aug 24, 2018Updated 7 years ago
- Bankruptcy prediction dataset related to the american companies in the stock market (1999-2018)☆19Aug 6, 2024Updated last year
- ☆16Jan 17, 2022Updated 4 years ago
- Animation class and tutorials for build123d (https://github.com/gumyr/build123d)☆23Jan 17, 2026Updated 2 months ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Tactical Asset Allocation Advisor using Deep Learning☆19Nov 16, 2019Updated 6 years ago
- The skill of Spartan developers who love well-written code.☆76Mar 23, 2026Updated last week
- Predicting whether someone would pay back their home loan would be really useful especially for banks if they are trying to give loan to …☆29Mar 9, 2023Updated 3 years ago
- Multivariate time series forecasting using the VAR Model in Python. Video Explanation available on my Youtube channel: https://www.youtub…☆24Jul 11, 2021Updated 4 years ago
- 【开箱即用】IP代理池项目,提供有效代理IP☆15Nov 23, 2017Updated 8 years ago
- Next-gen framework for backtesting, algorithmic trading, and research. Blazingly fast. Super accurate. Pandas friendly.☆18Dec 5, 2021Updated 4 years ago
- Python implementation of Force-Directed Edge Bundling for Graph Visualization☆20May 3, 2024Updated last year