PROJ_Option_Pricing_Matlab
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PROJ Option Pricing Matlab
Cited in
(9)- A general framework for time-changed Markov processes and applications
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform
- An efficient transform method for Asian option pricing
- Langevin
- KramersMoyal
- A general valuation framework for SABR and stochastic local volatility models
- Robust barrier option pricing by frame projection under exponential Lévy dynamics
- Static hedging and pricing of exotic options with payoff frames
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