The aim of this project is to study the behaviour of the option smile in the context of the Jump Diffusion Model.
-
Notifications
You must be signed in to change notification settings - Fork 1
Andreamac7/Hunting-for-Smiles
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Option modelling in the Jump Diffusion Model
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published