Closed Form Option Pricer for Jump Diffusion Processes

Version 1.0.0.0 (1.31 KB) by Nils Delava
Closed Form Option Pricer for Jump Diffusion Processes
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Updated 20 May 2010

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Closed Form Option Pricer for Jump Diffusion Processes

Cite As

Nils Delava (2024). Closed Form Option Pricer for Jump Diffusion Processes (https://www.mathworks.com/matlabcentral/fileexchange/27683-closed-form-option-pricer-for-jump-diffusion-processes), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0