Magma implementation of the Fast Fourier Transform algorithm for Pricing of Options in the Heston Model
-
Notifications
You must be signed in to change notification settings - Fork 0
conrad-strughold/Fast-Fourier-Transform-for-Heston-Model-Options-Pricing
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Magma implementation of the Fast Fourier Transform algorithm for Pricing of Options in the Heston Model
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published