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Jul 28

Monte Carlo Pricer of Barrier, Knock in and out Options with Jump-Diffusion

Posted by abiao at 08:03 | Code » Java | Comments(0) | Reads(11765)
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)


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