GitHub - SarahWang0102/OptionPricing: Research on OTC options pricing models

Name		Name	Last commit message	Last commit date
Latest commit History 193 Commits
OptionStrategyLib		OptionStrategyLib
Utilities		Utilities
back_test		back_test
bs_model		bs_model
calibration		calibration
data_access		data_access
delta_hedge		delta_hedge
exotic_options		exotic_options
intermediate_data		intermediate_data
marketdata		marketdata
option_strategy		option_strategy
plot_performance		plot_performance
pricing_engines		pricing_engines
pricing_options		pricing_options
svi_model		svi_model
.gitignore		.gitignore
Delta算法与对冲收益.docx		Delta算法与对冲收益.docx