LambdaMC
A demo Haskell Android app to calculate option prices by Monte Carlo simulation built with the ghc-android tool. Based on the example app at https://g...
A demo Haskell Android app to calculate option prices by Monte Carlo simulation built with the ghc-android tool. Based on the example app at https://g...
Calculate the prices of American / Bermudan options using the LSM (Least Squares Monte Carlo) method, Asian options by Monte Carlo simulation and Euro...