European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
This project aims to price American options using the Binomial model, the Barone-Adesi & Whaley approximation, and the Least-Squares MC method.
Monte Carlo option pricing engine implementing the Longstaff–Schwartz algorithm, variance reduction (antithetic variates), and finite-difference Greeks, with interactive visualization.
American and European options pricer web app build with Flask and React
An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.
Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options
GPU Longstaff-Schwartz Monte Carlo pricer for American options on NSE single stocks, with Rasmussen 2005 out-of-sample bias correction. Dockerized CUDA dev loop + yfinance pipeline + 3D Plotly dashboard.
A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
American option pricing using Longstaff Schwartz Algorithm under the Heston model
Monte Carlo simulation and options pricing for PETR4 using GBM and Longstaff-Schwartz algorithm
American option pricing via Longstaff-Schwartz Monte Carlo under GBM and Heston dynamics
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