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Option-Pricing

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Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

american-options blackscholes european-options monte-carlo-simulation option-pricing python3

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option_pricing		option_pricing
LICENSE		LICENSE
README.md		README.md

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Option-Pricing

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

European Option pricing:

https://www.shashan.info/blog/option-pricing-part-2-european

American Option pricing:

https://www.shashan.info/blog/category/american-option-prices

About

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

american-options blackscholes european-options monte-carlo-simulation option-pricing python3

23 stars

1 watching

Report repository

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