GitHub - marjokaci/Stochastic-Calculus-and-Option-Pricing

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
Matlab-Option-Pricing-with-BS-and-MC-master/EU Option pricing - Antithetic and Control variates		Matlab-Option-Pricing-with-BS-and-MC-master/EU Option pricing - Antithetic and Control variates
Option pricing		Option pricing
ArithmeticBrownianMotion.m		ArithmeticBrownianMotion.m
BrowniaMotionSimulation.m		BrowniaMotionSimulation.m
BrownianBridge.m		BrownianBridge.m
CIR.m		CIR.m
CIR_GaussianApprox.m		CIR_GaussianApprox.m
CIRexactMethod.m		CIRexactMethod.m
CIRmodelSimulation_Euler.m		CIRmodelSimulation_Euler.m
ComputingIntegrals.m		ComputingIntegrals.m
DensityOfGBM.m		DensityOfGBM.m
GeometricBrownianMotion.m		GeometricBrownianMotion.m
JumpProcessSimulation.m		JumpProcessSimulation.m
MeanAndVarSimulationOfGBM.m		MeanAndVarSimulationOfGBM.m
MeanReversion.m		MeanReversion.m
MertonJumpDiffusion.m		MertonJumpDiffusion.m
SimulatingVasicekModel.m		SimulatingVasicekModel.m
TimeEvolutOfGBM.m		TimeEvolutOfGBM.m
TotalVariationAndQuadraticVariation.m		TotalVariationAndQuadraticVariation.m
VasicekDensitiesDifferentTimes.m		VasicekDensitiesDifferentTimes.m