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MSc Konstantin Ermakov

more quant resources

Nov 27
2009
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Free C/C++ Matlab Code for Derivative Pricing

Differential Evolution

On-Line Calculator for the Heston Model


Written by admin in: c++, english, heston model, quant. finance |

Heston and SABR Models – Average options on commodities

Nov 16
2009
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Kenichiro Shiraya, Akihiko Takahashi - Pricing Average Options on Commodities

Written by admin in: SABR, english, heston model, quant. finance |

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