Option-Pricing-via-Levy-Models-in-R
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20 hours ago •
chicago-joe
chicago-joe
using the Inverse-Transform method to speed up options pricing simulations in R
R-programming: Options Pricing in Discrete Levy Models
Algorithms: NIG process simulation vs the Inverse-Transform Method
A lecture on drastically improving computation speeds by simulating tabulated probabilities via an Inverse-Transform
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chicago-joe
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using the Inverse-Transform method to speed up options pricing simulations in R