Pricing Options via Auctions

This project designs and experiments option pricing methods in double auctions.

Name		Name	Last commit message	Last commit date
Latest commit History 47 Commits
data		data
phd_utils		phd_utils
plots		plots
results		results
.gitignore		.gitignore
README.md		README.md
adjust_gar_portfolios.py		adjust_gar_portfolios.py
copeland_test.py		copeland_test.py
plot_cda_results.py		plot_cda_results.py
plot_cda_results2.py		plot_cda_results2.py
plot_cda_results3.py		plot_cda_results3.py
plot_cda_results4.py		plot_cda_results4.py
plot_cda_results5.py		plot_cda_results5.py
plot_da_results.py		plot_da_results.py
plot_da_results2.py		plot_da_results2.py
plot_underlying_market.py		plot_underlying_market.py
run_cda_experiments.py		run_cda_experiments.py
run_da_experiments.py		run_da_experiments.py

s-abdullaev/phd_utils