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PROJ_Option_Pricing_Matlab
MATLAB pricing for vanilla and many exotic options
What it is
A MATLAB project for pricing vanilla and exotic options. It covers barrier, Asian, European, American, Parisian, lookback, cliquet, variance swap, swing, forward-starting, step and fader contracts. Quant researchers, financial engineering students and developers looking for reference implementations of these payoffs are the intended users. It requires MATLAB, so users of Python or other free tools would need to port the methods.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | MATLAB |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): −2 over the period, now 209. Gaps mean no snapshot was taken that day.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader.
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