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
Sorting:
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆15Jun 7, 2023Updated 2 years ago
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 years ago
- Basel III Standardized Approach for Counterparty Credit Risk Management☆10Jul 5, 2021Updated 4 years ago
- Using machine learning models like linear regression to make predictions for time series data☆11Apr 28, 2021Updated 4 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Forecasting exchange rates by using commodities prices☆10Oct 15, 2021Updated 4 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 8 months ago
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated last year
- Interrupt-driven Software UART on STM32F303VC MCU☆14Sep 19, 2020Updated 5 years ago
- Model Context Protocol server to use ClickHouse® databases in your AI agents☆23Updated this week
- ☆14Nov 9, 2013Updated 12 years ago