GitHub repository: AvocadoFarmer/Stochastic-Option-Pricing
Primary language: Jupyter Notebook
Created: 2022-11-10T04:52:11Z
Description: This repository collects models that me and my colleagues developed in practical fulfillment of studyiing exotic option pricing under Black Sholes. Topics covered include Black Sholes option pricing, dynamics of American contingent claims and discrete and continuous time hedging strategies.