Open-source projects categorized as barrier-option | Edit details

barrier-option Open-Source Projects

  • GitHub repo PROJ_Option_Pricing_Matlab

    Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

    Project mention: Stock Market Update: Wednesday, June 16 Pre-Market | | 2021-06-17

    i also had the idea of searching on github for options pricing models and found this:

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2021-06-17.


Project Stars
1 PROJ_Option_Pricing_Matlab 51
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