bachelier

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Here are 3 public repositories matching this topic...

PyFE / FE-R

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Financial Engineering in R

derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering bachelier

Updated Mar 17, 2021
R

fee-code / simulation_girsanov_theorem

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This repository holds the code in python to simulate the Girsanov Theorem for a Bachelier price path

drift brownian-motion martingale bachelier girsanov

Updated Aug 11, 2025
Python

DiogoRibeiro7 / diffml

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PyTorch replication of Differential ML with a Difference: neural option pricing, DML Greeks, and Monte Carlo experiments in Black–Scholes and Bachelier models.

python reproducible-research monte-carlo pytorch neural-networks quantitative-finance black-scholes greeks options-pricing bachelier differential-ml

Updated Jan 8, 2026
Python

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bachelier

Here are 3 public repositories matching this topic...

PyFE / FE-R

fee-code / simulation_girsanov_theorem

DiogoRibeiro7 / diffml

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