Asian option pricing - A quasi-Monte Carlo approach
Option pricing, Asian option, Quasi-Monte Carlo, Simulation, Python
Recent Posts
Crank-Nicolson and Projected SOR for pricing american options
Option pricing, American option, Numerical methods, FDM, Black-Scholes equation, Projected SOR, Python
Finite difference method for pricing european options
Option pricing, European option, Numerical methods, FDM, Black-Scholes equation, Python
Costumer churn prediction
Classification, Logistic regression, Churn prediction, R
Implementing EM Algorithm for Probit Regression
EM Algorithm, Probit Regression, R