levy-models

There are 0 repository under levy-models topic.

• chicago-joe / Option-Pricing-via-Levy-Models-in-R

  using the Inverse-Transform method to speed up options pricing simulations in R

  roption-pricingoptions-tradingalgorithmic-tradingcomputational-financelevy-modelslevy-processeslevy-processmonte-carlo-simulationmonte-carlo-simulationseuropean-optionsr-programmingr-languagemathematical-modellingmathematical-financefinancial-engineering
  Language:R 27