PrototypeCommon
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
- Owner
- jkirkby3 (personal account)
- Stars
- Stars: 209
- Forks
- Forks: 80
- Language
- MATLAB
- License
- MIT
- Created
- 2017
- Topics
- quantitative-financelevy-processesblack-scholesamerican-optionsbermudan-optionasian-optioneuropean-optionslookback-optionvariance-swapbarrier-option
- Tier
- Prototype (100 to 249 ★) What this tier means
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