Calculate the prices of American / Bermudan options using the LSM (Least Squares Monte Carlo) method, Asian options by Monte Carlo simulation and European options by the Black Scholes formula.
The option payoff function and pseudo random number generator seed are user-definable and an android service is used to enable calculations to continue in the background while other activities are in the foreground.
Note: if the Monte Carlo simulation parameters are set too large, the device responsiveness may slow down while the calculation is running.
熱門國家 | 系統支援 | 版本 | 費用 | APP評分 | 上架日期 | 更新日期 |
---|---|---|---|---|---|---|
未知 | Android Google Play | 1.06 App下載 | 免費 | 1970-01-01 | 2015-04-27 |