Jump-Diffusion Algorithms
Description of the Jump-Diffusion process
Java Applets - Monte Carlo Pricer for European Barrier Options on Equity
| Monte Carlo method | European(E) Spreads | MC Jump Spread |
| Monte Carlo method | European(E) Barriers | MC Jump Barrier |
| Monte Carlo method | European(E) Call, Put, Asian, Lookback, etc | MC Jump Options |
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