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  • Stevens Institute of Technology
  • Hoboken
  • 17:45 (UTC -04:00)

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Pinned

  1. Avellaneda-Stoikov-MarketMaking Avellaneda-Stoikov-MarketMaking Public

    Python 3

  2. Approximating-derivative-prices-in-continuous-time-models Approximating-derivative-prices-in-continuous-time-models Public

    Implementation of paper of Kristensen, Mele: Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models

    Jupyter Notebook 2