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MathGroup Archive 1995

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Exotic Options?

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg1732] Exotic Options?
  • From: "John D. Jones" <john_d_jones at smtplbi.lehman.com>
  • Date: Fri, 21 Jul 1995 01:06:41 -0400

Can anyone help me in my quest for Mathematica notebooks containing 
option pricing formulae? Specifically, are there any notebooks containing 
exotic option formulae or Monte Carlo simulations than can be adapted?
I would appreciate any forthcoming help.

Thanks very much in advance,



John D. Jones



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