Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with cir-model
A curated list of projects in awesome lists tagged with cir-model .
https://github.com/jerryxyx/MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
cir-model control-varates hedge heston-model monte-carlo optimization option-pricing variance-reduction
Last synced: 30 Oct 2024
