https://github.com/pratycodes/simulated-option-pricer
Monte Carlo-based Option Pricing library in C++ with support for European and Asian options featuring parallelization.
https://github.com/pratycodes/simulated-option-pricer
cpp machine-learning quantitative-finance statistics
Last synced: 3 months ago
JSON representation
Monte Carlo-based Option Pricing library in C++ with support for European and Asian options featuring parallelization.
- Host: GitHub
- URL: https://github.com/pratycodes/simulated-option-pricer
- Owner: pratycodes
- Created: 2024-12-25T17:33:49.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2024-12-25T17:39:28.000Z (over 1 year ago)
- Last Synced: 2025-02-21T05:15:38.488Z (over 1 year ago)
- Topics: cpp, machine-learning, quantitative-finance, statistics
- Language: Makefile
- Homepage:
- Size: 181 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0