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

Project Activity

See All Activity >

License

Boost Software License (BSL1.0)

Follow FilonLevyOptionPricer

FilonLevyOptionPricer Web Site

Other Useful Business Software
100 Free Invoice Templates | Print & Email Invoices Icon
100 Free Invoice Templates | Print & Email Invoices

Start creating your professional invoices

Choose from hundreds of beautiful invoice templates to create and send custom invoices. Add a professional touch to your invoices by uploading your business logo. Add a personal touch with your own signature. Keep track of invoices on both desktop and mobile devices. Get paid instantly when using one of the supported payment gateways. Go green and avoid printing invoices on paper by emailing them directly to your customers. Creating an account is free and there is no cost for invoicing a combined total of $1000 worth of invoices every 30 days. Sign up today and start invoicing easier with Invoice Home.
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of FilonLevyOptionPricer!

Additional Project Details

Operating Systems

Cygwin, Linux, BSD, Windows

Intended Audience

Financial and Insurance Industry, Science/Research

User Interface

Console/Terminal

Programming Language

C++

Related Categories

C++ Financial Software, C++ Mathematics Software, C++ Research Software

Registered

2011-05-12