Log-Uniform Jump-Diffusion Model: All Files - File Exchange

Code covered by the BSD License

from Log-Uniform Jump-Diffusion Model by Rodolphe Sitter
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.

All files for Log-Uniform Jump-Diffusion Model
/Log-Uniform-Jump-Diffusion/BS.m /Log-Uniform-Jump-Diffusion/JDimpv.m /Log-Uniform-Jump-Diffusion/JDprice.asv /Log-Uniform-Jump-Diffusion/JDprice.m /license.txt