This is a .Net WPF desktop application for pricing options using monte carlo simulation with efficiency features of antithetic and control variates variance reduction techniques.
-
Notifications
You must be signed in to change notification settings - Fork 0
This is a .Net WPF desktop application for pricing options using monte carlo simulation with efficiency features of antithetic and control variates variance reduction techniques.
License
liu-yunpeng/monte-carlo-simulation-option-pricing
About
This is a .Net WPF desktop application for pricing options using monte carlo simulation with efficiency features of antithetic and control variates variance reduction techniques.
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published