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Dev#35

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anthonymakarewicz merged 5 commits intomainanthonymakarewicz/option-pricer:mainfrom devanthonymakarewicz/option-pricer:devCopy head branch name to clipboardAug 16, 2024

+291-148

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Commits on Aug 15, 2024

• modified american LSMC so that it macthes exactly to the true theritical prices, it comes from filtering only in the money prices when applying the continuation value instead of applying the contin…

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Commits on Aug 16, 2024

• added brownian bridge for pricing american options

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• little refactoring for more approrpiate names

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• small refactoring

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• Merge pull request #34 from anthonymakarewicz/feature/solver_MC

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