Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 956 Categories, Downloaded 50.471.906 Times

Instructuions freeware
 

Instructuions

Added: August 25, 2013 | Visits: 486

Discrete Time Option Pricer for Jump Diffusion Processes To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...


Platforms: Matlab

License: Freeware Size: 61.44 KB Download (45): Discrete Time Option Pricer for Jump Diffusion Processes Download