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
No issues in this repository yet.
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
No issues in this repository yet.