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paultrassaert

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paultrassaert/Option-Pricing-Risk-Dashboard

Advanced American Option Pricing Dashboard using Python. Implements 6 valuation models (Black-Scholes, Binomial/Trinomial Trees, PDE Theta-Scheme, Longstaff-Schwartz Monte Carlo, Bjerksund-Stensland) with Implied Volatility calibration, Greeks analysis, and Optimal Exercise Boundaries.

Pythonamerican-optionsderivativesfinancial-engineering

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