Lattice/tree pricing methods for European and American options
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Updated
Jul 16, 2020 - Python
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trinomial-tree
Here are 4 public repositories matching this topic...
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
python cython option-pricing black-scholes binomial-tree jarrow-rudd-binomial-tree trinomial-tree cox-ross-rubenstein jarrow-rudd kamrad-ritchken
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Oct 19, 2023 - Python
Dual Python and VBA implementation of a recombining trinomial tree for pricing European and American options with discrete dividends. Features a Streamlit app and Excel interface for Greeks calculation, convergence analysis, and Black-Scholes benchmarking. Optimized with node pruning for efficiency and date-tolerant logic.
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Nov 2, 2025 - Python
options pricing engine
options cpp monte-carlo-simulation volatility heston-model binomial-tree antithetic-variates trinomial-tree
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Apr 22, 2025 - C++
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