Lattice/tree pricing methods for European and American options
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Jul 16, 2020 - Python
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trinomial-tree
Here are 8 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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Mar 21, 2026 - 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
Java quantitative finance library for option pricing, Greeks and volatility estimation.
java fortran derivatives option-pricing quantitative-finance numerical-methods american-options black-scholes financial-engineering implied-volatility binomial-tree greeks maven-central trinomial-tree panama-ffm
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Jul 23, 2026 - Java
Options pricing engine based on a trinomial tree, supporting European and American contracts with model calibration and Greeks computation. Pricer Website :
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Feb 19, 2026 - 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++
A comprehensive Python framework for financial derivative valuation using numerical methods. This project implements Binomial and Trinomial trees to price European and American options, analyzes sensitivities (Greeks), and simulates dynamic delta hedging strategies.
python numpy pandas quantitative-finance financial-engineering binomial-tree options-pricing delta-hedging trinomial-tree
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Jul 23, 2026 - Jupyter Notebook
C# trinomial tree options pricer supporting European and American contracts, with lattice-based valuation and Greeks computation.
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Feb 1, 2026 - C#
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