hsjharvey / Option-Pricing Star 95 Code Issues Pull requests European/American/Asian option pricing module. BSM/Monte Carlo/Binomial option-pricing american-options exotic-option black-scholes european-options longstaff-schwartz binomial-pricing Updated Nov 7, 2022 Python
alichopping / LS-Convertible-Bond-Pricer Star 1 Code Issues Pull requests An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond. derivative-pricing longstaff-schwartz convertible-bond Updated Jul 30, 2024 Python