The Wayback Machine - https://web.archive.org/web/20200725125125/https://github.com/topics/histograms
Skip to content
#

histograms

Here are 45 public repositories matching this topic...

Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).

  • Updated May 31, 2019
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the histograms topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the histograms topic, visit your repo's landing page and select "manage topics."

Learn more

You can’t perform that action at this time.