#Levy-process

Showing 1 of 1 repositories tagged #levy-process, ranked by stars

Option-Pricing-via-Levy-Models-in-R

using the Inverse-Transform method to speed up options pricing simulations in R

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#algorithmic-trading #computational-finance #european-options #financial-engineering #levy-models #levy-processes #mathematical-finance #mathematical-modelling #monte-carlo-simulation #monte-carlo-simulations #option-pricing #options-trading