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LuisSouto
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Jumps
Algorithms for pricing derivatives with jump models
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Corrected typo and simplified notebook.
#5
LuisSouto
closed
2 years ago
0
Added notebook version of hestonjd_main.py
#4
LuisSouto
closed
2 years ago
0
Usage Example
#3
aymen-mouelhi
opened
2 years ago
1
Modified the bermudan option algorithm to make it more modular.
#2
LuisSouto
closed
2 years ago
0
Decentralized pricing functions. Still in progress.
#1
LuisSouto
closed
2 years ago
0