# jerryxyx/MonteCarlo

<https://repo.masters-masters.com/en/repos/jerryxyx/MonteCarlo>

[Home](https://repo.masters-masters.com/en) › [jerryxyx](https://repo.masters-masters.com/en/owners/jerryxyx) › [MonteCarlo](https://repo.masters-masters.com/en/repos/jerryxyx/MonteCarlo)

jerryxyx/MonteCarlo has 125 stars on GitHub. Its RepoMasters card: Prototype tier. A model free Monte Carlo approach to price and hedge American options…

| Field | Value |
| --- | --- |
| Owner | [jerryxyx](https://repo.masters-masters.com/en/owners/jerryxyx) |
| Stars | 125 |
| Forks | 54 |
| Language | [Jupyter Notebook](https://repo.masters-masters.com/en/languages/jupyter-notebook) |
| License | None |
| Created | 2018 |
| Topics | monte-carlo, hedge, optimization, variance-reduction, option-pricing, heston-model, cir-model, control-varates |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [jerryxyx/MonteCarlo](https://github.com/jerryxyx/MonteCarlo) |

## Repository

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.