Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
Main Author: | Acheampong, Isaac |
---|---|
Format: | Others |
Language: | English |
Published: |
Mälardalens högskola, Institutionen för matematik och fysik
2006
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-362 |
Similar Items
-
The Java applet for pricing Asian options under Heston’s model using the new Ninomiya weak approximation scheme and quasi-Monte Carlo
by: Vasilev, Boyko
Published: (2008) -
Pricing Caps in the Heath, Jarrow and Morton Framework Using Monte Carlo Simulations in a Java Applet
by: Kalavrezos, Michail
Published: (2007) -
Option Pricing on Levy Based Markets
by: Velasquez, Rafael
Published: (2020) -
Monte Carlo Methods in American Put Option Pricing
by: Ahmady Phoulady, Hady
Published: (2011) -
Pricing Barrier Options using Monte Carlo Methods
by: Wang, Bing, et al.
Published: (2011)