Bermudan Equity Option Pricing

Simulates the Black Scholes option evaluation model.
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Bermudan Equity Option Pricing Ranking & Summary

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  • License:
  • Freeware
  • Publisher Name:
  • Christian Fries
  • File Size:
  • 2 KB

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Bermudan Equity Option Pricing Description

Bermudan Equity Option Pricing is a lightweight and easy to use Java application designed to help you run a simulation of the Black Scholes option evaluation model. The initial value, the short rate and the volatility sigma are the customizable parameters. You can also change other Monte Carlo settings, such as the number of oaths and the time discretization.


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