PROJ_Option_Pricing_Matlab
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Software:1349702
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Source code repository: https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab
Related Items (7)
A general framework for time-changed Markov processes and applications ⋮ A unified approach to Bermudan and barrier options under stochastic volatility models with jumps ⋮ Efficient Option Pricing by Frame Duality with the Fast Fourier Transform ⋮ A General Valuation Framework for SABR and Stochastic Local Volatility Models ⋮ An Efficient Transform Method for Asian Option Pricing ⋮ Robust barrier option pricing by frame projection under exponential Lévy dynamics ⋮ Static hedging and pricing of exotic options with payoff frames
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