An option pricing demo. Three option pricing models with their Greeks.
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Updated
Oct 30, 2015 - C++
An option pricing demo. Three option pricing models with their Greeks.
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
Repo with implementation of options pricing simulators
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