Getting Started
- Clone the repo and install dependencies.
- Run the provided examples to reproduce results.
- 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