GitHub - abossenbroek/caosde: An implementation of a option pricing model which employs a stochastic model for the stock price and the interest rate.

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An implementation of a option pricing model which employs a stochastic model for the stock price and the interest rate.

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Name		Name	Last commit message	Last commit date
Latest commit History 32 Commits
report		report
src		src
README		README
parameters.m		parameters.m
stockPath.m		stockPath.m

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An implementation of a option pricing model which employs a stochastic model for the stock price and the interest rate.

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