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A Black-Scholes Stock and Options Simulator

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Stock Simulator

An extension to my biased random walk simulator that now uses the Black Scholes Option pricing model on a stock that is modelled as a standard stationary time series process.

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Python scripts are found here as well as a 'Results' folder to see screenshots of the compiled plots. Feel free to look around and fork the repository if you have any suggestions.

About

A Black-Scholes Stock and Options Simulator

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4 stars

Watchers

3 watching

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