#European-options

jkirkby3

PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

yzoz

python-option-calculator

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

rcalxrc08

FinancialToolbox.jl

Useful functions for Black–Scholes Model in the Julia Language

chicago-joe

Option-Pricing-via-Levy-Models-in-R

using the Inverse-Transform method to speed up options pricing simulations in R

white07S

Pricing-Models

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.