European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
This project aims to price American options using the Binomial model, the Barone-Adesi & Whaley approximation, and the Least-Squares MC method.
American and European options pricer web app build with Flask and React
Monte Carlo option pricing engine implementing the Longstaff–Schwartz algorithm, variance reduction (antithetic variates), and finite-difference Greeks, with interactive visualization.
An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.
Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options
American option pricing using Longstaff Schwartz Algorithm under the Heston model
A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
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