OptionPricing
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Software:111137
CRANOptionPricingMaRDI QIDQ111137
Option Pricing with Efficient Simulation Algorithms
Wolfgang Hormann, Kemal Dingec
Last update: 16 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.1.1, 0.1, 0.1.2
Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
This page was built for software: OptionPricing
