Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
markov-model
option-pricing
algorithmic-trading
mathematical-finance
binomial-model
american-options
stochastic-processes
forex-trading
forex-prediction
black-scholes
european-options
options-trading
heston-model
volatility-modeling
heston-stochastic-volatility
pricing-model
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Updated
Sep 15, 2022 - Python