COMP7405 Assignment 3 in HKU
Authors: WU, ZAHNG, XUE
Completed tasks:
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Implement the Black-Scholes Formulas for European call/put options.
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Implement the volatility calcalator for European call/put options.
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Implement closed-form formulas for geometric Asian call/put options.
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Implement closed-form formulas for geometric Basket call/put options.
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Implement the Monte Carlo method with control variate technique for arithmetic Asian call/put options.
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Implement the Monte Carlo method with control variate technique for arithmetic mean basket call/put options.
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Implement the Binomial Tree method for American call/put options.