OptionPricing (0.1)

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Option Pricing with Efficient Simulation Algorithms.


Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Maintainer: Wolfgang Hormann
Author(s): Kemal Dingec, Wolfgang Hormann

License: GPL-2 | GPL-3

Uses: Does not use any package

Released about 5 years ago.



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