Community Profile

N/A


Last seen: 2 years ago |  Active since 2017

Followers: 0   Following: 0

Statistics

Feeds

View by

Question


Piecewise function for black-scholes
hello, I am trying to get a piecewise function, f(x) = blsprice for Put if exercise price < S_0; blsprice for Call if exercise...

6 years ago | 1 answer | 0

1

answer

Question


Simple simulation of stock price
I am new with MATLAB. Could you help out with simulating X amount of what is inside the loop? r = 0.02; sigma = .2; ...

6 years ago | 1 answer | 0

1

answer

Question


Recursion, stock simulation
I am new to Matlab, could you help me out with automating this process: S_1 = S_0*(1+r*dt+sigma*a*normrnd(0,1)) S_2 = S_1...

6 years ago | 1 answer | 0

1

answer