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School project : implementation of several pricing methods for American / European / Asian options.

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Name		Name	Last commit message	Last commit date
Latest commit History 23 Commits
Binary_tree		Binary_tree
Black_Scholes_Merton		Black_Scholes_Merton
Generator		Generator
Monte_Carlo		Monte_Carlo
Option_types		Option_types
Rand_walk		Rand_walk
main		main
README.md		README.md

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options_pricing

School project : implementation of several pricing methods for American / European and Asian options including :

Black-Scholes closed-form formula
Monte-Carlo method
Binary tree (CRR)

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School project : implementation of several pricing methods for American / European / Asian options.

cplusplus monte-carlo binary-tree random-walk black-scholes options-pricing

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