ComputationalFinance

functions and scripts for the course Computational Finance a.c. 2016/2017

Name		Name	Last commit message	Last commit date
Latest commit History 10 Commits
.gitignore		.gitignore
Call_Operator_Splitting_Levy_VG.m		Call_Operator_Splitting_Levy_VG.m
CharacteristicExp.m		CharacteristicExp.m
FDLevyLogMoneyness1.m		FDLevyLogMoneyness1.m
FDLevyLogMoneyness1AI.m		FDLevyLogMoneyness1AI.m
FDLevyLogMoneyness1AIAmerican.m		FDLevyLogMoneyness1AIAmerican.m
FDLevyLogMoneynessAmerican1.m		FDLevyLogMoneynessAmerican1.m
FDLevyLogPrice1.m		FDLevyLogPrice1.m
FDLevyLogpriceFwdprice1AI.m		FDLevyLogpriceFwdprice1AI.m
FDLevyPrice1.m		FDLevyPrice1.m
FDLogPrice1.m		FDLogPrice1.m
FDLogPrice2.m		FDLogPrice2.m
FDLogPriceAmerican1.m		FDLogPriceAmerican1.m
FDLogPriceUpWind.m		FDLogPriceUpWind.m
FDPrice1.m		FDPrice1.m
FEMLogPrice1.m		FEMLogPrice1.m
FEMLogPrice2.m		FEMLogPrice2.m
FEMLogPriceAmerican1.m		FEMLogPriceAmerican1.m
FEMLogPriceAmerican2.m		FEMLogPriceAmerican2.m
FFT.m		FFT.m
LevyDensity.m		LevyDensity.m
LevyIntegral1.m		LevyIntegral1.m
LevyIntegral1AI.m		LevyIntegral1AI.m
LevyIntegral2.m		LevyIntegral2.m
LevyIntegral2AI.m		LevyIntegral2AI.m
LongstaffSchwartz.m		LongstaffSchwartz.m
PSORalgorithm1.m		PSORalgorithm1.m
PSORalgorithm2.m		PSORalgorithm2.m
PricingOptionMC.m		PricingOptionMC.m
README.md		README.md
assetBS.m		assetBS.m
assetKou.m		assetKou.m
assetMerton.m		assetMerton.m
assetNIG.m		assetNIG.m
assetVG.m		assetVG.m
barrierBS.m		barrierBS.m
f_u.m		f_u.m
optionPayoff.m		optionPayoff.m
runAmericanOption.m		runAmericanOption.m
runAssetSimulation.m		runAssetSimulation.m
runBarrierOption.m		runBarrierOption.m
runEurepeanOption.m		runEurepeanOption.m

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