paolodelia99 / spread-option-pricing

Pricing spread option where the underlying as following a GBM using the margrabe formula and MC methods.
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Setting up build scripts and CI/CD pipelines with github actions #6

Closed paolodelia99 closed 4 months ago

paolodelia99 commented 4 months ago

Add shell scripts in scripts folder. Scripts to add:

Github action to add: