Skip to content

Latest commit

 

History

History
2 lines (2 loc) · 289 Bytes

README.md

File metadata and controls

2 lines (2 loc) · 289 Bytes

Option_pricing

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