snowball option pricing, Monte Carlo, PDE, Greeks
☆10Apr 28, 2023Updated 2 years ago
Alternatives and similar repositories for snowball-option-pricing
Users that are interested in snowball-option-pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …