Coding for jump diffusion models

2020 9월 17
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I would like a help in coding this part as they do simulation for stock price when there is a regime switching jump (RSJD)
The" Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options' Paper by Ramponi 2012 have this to get sample path of RSJD
but I do not have any programming experience could anyone help me or guide me ?

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카테고리

도움말 센터 및 File Exchange에서 Stochastic Differential Equation (SDE) Models에 대해 자세히 알아보기

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질문:

Ashwaq
Ashwaq
2020년 9월 17일

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