Compute the price of different types of call using different methods. The types available are Vanilla European Calls, Vanilla American Calls and American Digital Calls. Available methods are Montecarlo Simulation, Montecarlo Simulation with Antithetic Variates, Black-Scholes and the Binary Tree.
Elia Degiorgi, Federico Milan, Davide Zaramella, Valerija Stoeva
Maintainer: Elia Degiorgi <firstname.lastname@example.org>
"Option Pricing Using Different Techniques" by Degiorgi Elia, Milan Federico, Zaramella Davide, Stoeva Valerija (2019)
1 2 3 4 5
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.