An object-oriented framework using design patterns for numerical option pricing

zbMATH Open1489.91269MaRDI QIDQ5084053FDOQ5084053

Authors: Jeetendre Narsoo, Sameer Sunhaloo 

Publication date: 23 June 2022

Full work available at URL: https://pjm.ppu.edu/sites/default/files/papers/PJM_November_2021_326_to_344.pdf

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zbMATH Keywords

object-oriented programmingdesign patternsnumerical option pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Introduction to Financial Option Valuation

Cited In (1)

• Title not available (Why is that?)

Uses Software

• Matlab

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