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sarahrn/StochasticCalculus
R code implementing various option pricing techniques including the Euler scheme, implied volatility, finite differences, the Vasicek and CIR models, and the Black Scholes model
R
R code implementing various option pricing techniques including the Euler scheme, implied volatility, finite differences, the Vasicek and CIR models, and the Black Scholes model
R
This repository is not active