Financial Markets
- European and American Plain-Vanilla Call and Put Option Pricing in the Binomial Model (Discrete Time)
- Asian Floating-Strike Call Option Pricing in the Black-Scholes Model (Euler-Maruyama and Milner Methods)
100 out of 10000 simulations added (for Euler-Maruyama method)
- Down-And-Out Barrier Call Option Pricing in the Heston Model (Continuous time)
50 simulations of 100 for the Heston model