Jdpriceacknowledgementsthanks freeware
Jdpriceacknowledgementsthanks
Added: July 04, 2013 | Visits: 467
JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Log-Uniform Jump-Diffusion Model Download |