GitHub - BgDaniel/swing_option: Small repository for evaluating swing options via Longstaff-Schwartz algorithm.

BgDaniel / swing_option Public

Small repository for evaluating swing options via Longstaff-Schwartz algorithm.

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Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
.ipynb_checkpoints		.ipynb_checkpoints
static_dynamic_hedge.ipynb		static_dynamic_hedge.ipynb
swing_option.ipynb		swing_option.ipynb

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Small repository for evaluating swing options via Longstaff-Schwartz algorithm.

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