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juliadb
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Flexible tables with ordered indices
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Updated
Apr 2, 2024 - Julia
Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
julia
parallel-computing
python3
data-analysis
monte-carlo-simulation
histograms
american-options
multivariate-analysis
market-data-handler
black-scholes-merton
juliadb
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Updated
Mar 26, 2021 - Jupyter Notebook
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