Add to ORKGEuropean-style options are quite popular nowadays. Calculating their theo- retical price is not an easy task because there are many sources of uncertainty. However, we can model these uncertainties with random numbers. In this pa- per I discuss my implemention of two options-pricing programs using Monte Carlo methods, one for a CPU and the other for a GPU. I also optimize them to reduce their running time. Finally I compare the performance of those two programs
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Giles has provided in the duration of the dissertation. One looks at the pricing of American options...
European-style options are quite popular nowadays. Calculating their theo- retical price is not an e...
One looks at the pricing of American options using Monte Carlo simulations. The selected theories on...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
An option is a contract which gives the owner (buyer) of the option the right, but not obligation, t...
As for the Monte Carlo Method, we first introduce a brief history of the method and pricing options ...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
The Monte-Carlo method is one of the main method to estimate financial instruments, with this techni...
This thesis examines the valuation methods used for pricing European and American call options. Opti...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
Treball de l'assignatura: "Markets and Derivatives", de tercer o quart curs dels estudis de grau en ...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Giles has provided in the duration of the dissertation. One looks at the pricing of American options...
European-style options are quite popular nowadays. Calculating their theo- retical price is not an e...
One looks at the pricing of American options using Monte Carlo simulations. The selected theories on...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
An option is a contract which gives the owner (buyer) of the option the right, but not obligation, t...
As for the Monte Carlo Method, we first introduce a brief history of the method and pricing options ...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
The Monte-Carlo method is one of the main method to estimate financial instruments, with this techni...
This thesis examines the valuation methods used for pricing European and American call options. Opti...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
Treball de l'assignatura: "Markets and Derivatives", de tercer o quart curs dels estudis de grau en ...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Giles has provided in the duration of the dissertation. One looks at the pricing of American options...