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bachelier

Here are 2 public repositories matching this topic...

PyFE / FE-R

Financial Engineering in R

derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering bachelier

Updated Mar 17, 2021
R

fee-code / simulation_girsanov_theorem

This repository holds the code in python to simulate the Girsanov Theorem for a Bachelier price path

drift brownian-motion martingale bachelier girsanov

Updated Aug 11, 2025
Python

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