WebCab Options (J2SE Edition) 2.5
"jsp bean for general pricing framework."
WebCab Options (J2SE Edition) 2.5
Price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
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