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Matrixbsm freeware
 

Matrixbsm

Added: July 04, 2013 | Visits: 467

Log-Uniform Jump-Diffusion Model 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