项目作者: 732jhy

项目描述 :
Monte Carlo option pricing algorithms for vanilla and exotic options
高级语言: Python
项目地址: git://github.com/732jhy/Monte-Carlo-Option-Pricing.git
创建时间: 2020-07-03T21:00:19Z
项目社区:https://github.com/732jhy/Monte-Carlo-Option-Pricing

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Monte-Carlo-Option-Pricing

Monte Carlo Option pricing methods for vanilla and exotic options

Required packages:

numpy
scipy