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Getting Started

  1. Clone the repo and install dependencies.
  2. Run the provided examples to reproduce results.
  3. Explore Jupyter notebooks for interactive validation.

Run Examples (v0.2 & v0.3)

# v0.2
python examples/example_greeks.py       # Greeks
python examples/example_asian.py        # Asian option
python examples/example_quasi_mc.py     # Quasi-Monte Carlo (Sobol)

# v0.3
python examples/example_barrier.py
python examples/example_american_ls.py
python examples/example_numba_speed.py