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Option Pricing

  Link Details for: Option Pricing
Link Title: Option Pricing Open in a new window
Link URL: http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts/kou.f
Link Details: Program by Ruey Tsay to calculate the price of a European option using a simple jump diffusion model.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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Option Pricing