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| author | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-03-21 17:34:42 +0000 |
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| committer | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-03-21 17:34:42 +0000 |
| commit | 954f69610607a06d5b2c9c5a7719260a26d7cf44 (patch) | |
| tree | c5551e194fc3bcf1ba0506f7e0306bd670942f67 | |
| parent | c5df1cb77e6e40f701ecf002687d7b3932b28d8f (diff) | |
| download | MCOptionPricing-954f69610607a06d5b2c9c5a7719260a26d7cf44.tar.gz MCOptionPricing-954f69610607a06d5b2c9c5a7719260a26d7cf44.zip | |
Add vanilla option to readme
| -rw-r--r-- | README.md | 1 |
1 files changed, 1 insertions, 0 deletions
@@ -5,6 +5,7 @@ B.7 Project 5 from Mark Joshi's "The Concepts and practice of mathematical finance", published by Cambridge University Press. ### Features +* **Vanilla options** * **Arithmetic Asian options** * **Discrete barrier options** * **Antithetic variates** |