Comparison between different european pricing option methods with a streamlit app. With a sidebar input can be inserted, the one which are common, the volatility for the Geometric Brownian motion and kappa,theta and initial volatility for the Stochastic Volatility model
-
Notifications
You must be signed in to change notification settings - Fork 0
Blazerss/Option_pricing
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
Comparison between different european pricing option methods
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published