VGFiniteDiff American Option Pricing in Variance G - CodeBus

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Location:

Windows Develop

Title: VGFiniteDiff

Category:
Windows Develop
Tags:
[Windows] [Visual.Net] [Basic/ASP] [源码]
File Size:
3kb
Update:
2012-11-26
Downloads:
0 Times
Uploaded by:
c0ldlimit

Description: American Option Pricing in Variance Gamma using Finite Difference

Downloaders recently: [More information of uploader c0ldlimit]

To Search: OPTION PRICING finite difference American

[MonteCarlosimulation] - Geometric Brownian motion of the Monte C
[Ap] - Price the American put option via Monte
[MonteCarlo] - hs is the set of files (with the powerpo
[Hotel] - HOTEL MANAGEMENT software for managing d
[All_OptionPricing_Codes] - Matlab Algos for Option Pricing
[GAMMA] - A good document of LCD GAMMA correction
[SpecialFunction1] - Description for caculate Gamma function

File list (Check if you may need any files):

VGFiniteDiff.cs

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