All these prog are wroten during the work
I just caught some def function from a prog, so some py file may not be functional ( I will complete them later
For now, we have BAW model, CRR model, Monte Carlo method and Black Scholes model for option pricing.
BAW is specially for American option
CRR model is mostly for American option, while it can also be used in European option
Monte Carlo method is mostly for path dependent option, such as barrier option, binomial option, asian option
the combination of asian option and barrier option is uploaded the combination of asian option and cliquet option is uploaded
these two exotic options are sppecial designed for a project.