Jul
28
Monte Carlo Pricer of Barrier, Knock in and out Options with Jump-Diffusion
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how to price barrier options with jump-diffusion by monte carlo simulations, codes are in Java language.
http://www.javaquant.net/downloads.html
wiki(Barrier option)
Unclear about this post? Asking questions and receiving answers.
http://www.javaquant.net/downloads.html
wiki(Barrier option)
Unclear about this post? Asking questions and receiving answers.
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