Implementation of the GARCH option pricing model by using numerical integration and cumulants.

Project Activity

See All Activity >

Follow garchoptions

garchoptions Web Site

Other Useful Business Software
Gemini 3 and 200+ AI Models on One Platform Icon
Gemini 3 and 200+ AI Models on One Platform

Access Google's best plus Claude, Llama, and Gemma. Fine-tune and deploy from one console.

Build generative AI apps with Vertex AI. Switch between models without switching platforms.
Start Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of garchoptions!

Additional Project Details

Intended Audience

Financial and Insurance Industry

Registered

2009-09-21