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1. crr crr Public

   Python code for array based option pricing (Cox-Ross-Rubinstein crr.py), and simulation (qm.py for options, nlvar.py for markets).

   Python 1

2. binotree binotree Public

   C++ example of binomial tree for option pricing.

   C

3. simple-lsm simple-lsm Public

   C++ examples for simulation with Brownian bridges (mcbm.C), and basic numerics (bs.C)

   C