LouisWW/Computational-Finance LouisWW/Computational-Finance

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  • Rank 3,963,521 (Top 79 %)
  • Language
    Python
  • License
    Apache License 2.0
  • Created almost 5 years ago
  • Updated almost 2 years ago
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LouisWW/Computational-Finance
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LouisWW

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Repository Details

Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation

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