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
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Treball de l'assignatura: "Markets and Derivatives", de tercer o quart curs dels estudis de grau en ...
An option is a contract which gives the owner (buyer) of the option the right, but not obligation, t...
European-style options are quite popular nowadays. Calculating their theo- retical price is not an e...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Treball de l'assignatura: "Markets and Derivatives", de tercer o quart curs dels estudis de grau en ...
An option is a contract which gives the owner (buyer) of the option the right, but not obligation, t...
European-style options are quite popular nowadays. Calculating their theo- retical price is not an e...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
International audienceThis paper is about using the existing Monte Carlo approach for pricing Europe...
This paper attempts to study and explore the most commonly used option pricing models. As we will se...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when cha...
Treball de l'assignatura: "Markets and Derivatives", de tercer o quart curs dels estudis de grau en ...
An option is a contract which gives the owner (buyer) of the option the right, but not obligation, t...