MonteCarlo

jerryxyx

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

optimization

View on GitHub

113 Stars

52 Forks

113 Watchers

Jupyter Notebook Language

Cost to Build

$12.1K

Market Value

$33.1K

How is this calculated?

Growth over time

8 data points · 2021-07-01 → 2025-09-01

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What is the jerryxyx/MonteCarlo GitHub project? Description: "A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM". Written in Jupyter Notebook. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone MonteCarlo

Clone via HTTPS

git clone https://github.com/jerryxyx/MonteCarlo.git

Clone via SSH

[email protected]:jerryxyx/MonteCarlo.git

Download ZIP

Download master.zip

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Report bugs or request features on the MonteCarlo issue tracker:

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