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Pricing Asian options using finite difference schemes in Python

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Name		Name	Last commit message	Last commit date
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docs		docs
src		src
tests		tests
venv		venv
.coveragerc		.coveragerc
.gitignore		.gitignore
.travis.yml		.travis.yml
README.md		README.md
requirements.txt		requirements.txt

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Asian Option Pricing in Python

This project prices Asian options using finite difference schemes and 5 different partial differential equations.

Requirements

Python 3.5 (Developed in 3.5.2) - Note: Will NOT work in Python 2.
numpy
nose (for testing)
progressbar2 (for output script)

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Pricing Asian options using finite difference schemes in Python

python option-pricing

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