FilonLevyOptionPricer
Free Version
Publisher Description
Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball
About FilonLevyOptionPricer
FilonLevyOptionPricer is a free software published in the Other list of programs, part of Business.
This program is available in English. It was last updated on 22 April, 2024. FilonLevyOptionPricer is compatible with the following operating systems: Linux.
The company that develops FilonLevyOptionPricer is filonlevyoption.sf.net. The latest version released by its developer is 1.0. This version was rated by 1 users of our site and has an average rating of 5.0.
The download we have available for FilonLevyOptionPricer has a file size of . Just click the green Download button above to start the downloading process. The program is listed on our website since 2011-08-16 and was downloaded 223 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the FilonLevyOptionPricer as malware if the download link is broken.
How to install FilonLevyOptionPricer on your Windows device:
- Click on the Download button on our website. This will start the download from the website of the developer.
- Once the FilonLevyOptionPricer is downloaded click on it to start the setup process (assuming you are on a desktop computer).
- When the installation is finished you should be able to see and run the program.
