Monte_carlo_simulation_of_jump_diffusions_option_pricing

Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
Merton_Formula.m		Merton_Formula.m
OptionPrice_GBM_sim_finalStep.m		OptionPrice_GBM_sim_finalStep.m
OptionPrice_GBM_sim_fullPath.m		OptionPrice_GBM_sim_fullPath.m
OptionPrice_JDGou_sim_finalStep.m		OptionPrice_JDGou_sim_finalStep.m
OptionPrice_JDGou_sim_fullPath.m		OptionPrice_JDGou_sim_fullPath.m
OptionPrice_JDMerton_sim_finalStep.m		OptionPrice_JDMerton_sim_finalStep.m
OptionPrice_JDMerton_sim_fullPath.m		OptionPrice_JDMerton_sim_fullPath.m
Path_Generator_Compound_Poisson.m		Path_Generator_Compound_Poisson.m
Path_Generator_GBM.m		Path_Generator_GBM.m
Path_Generator_JDGou.m		Path_Generator_JDGou.m
Path_Generator_JDMerton.m		Path_Generator_JDMerton.m
Path_Generator_Poisson.m		Path_Generator_Poisson.m
README.md		README.md
Run_sim_finalStep_JDKou.m		Run_sim_finalStep_JDKou.m
Run_sim_finalStep_JDMetron.m		Run_sim_finalStep_JDMetron.m
Run_sim_fullPath_JDMetron.m		Run_sim_fullPath_JDMetron.m
bs_formula.m		bs_formula.m
bs_func.m		bs_func.m
doubleExponetialpdf.m		doubleExponetialpdf.m
make_Plot_doubleExponetial.m		make_Plot_doubleExponetial.m

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