Are there any books that show how to price exotic options in Python with monte carlo methods? I am aware of two books by Yves Hilpisch, but in his books there are only simple options. I am struggling now with simulating multimensional correlated brownian motion. Also I wanted to try some new basis functions for regression (for value function approximation) created on my own, but I dont know how to implement this
Or maybe you could link some open github profiles with Python codes for exotic options?