GARCH 2.0
GARCH : GARCH option pricing model to help you with your work.GARCH is a simple, command line based implementation of the GARCH option pricing model by using numerical integration and cumulants. The work of Heston/Nandi includes a closed-form option pricing formula for a spot asset whose variance follows a GARCH process. Unfortunately, an efficient method for computing option prices in this Heston/Nandi framework was lacking, since the price calculation was executed by using methods of numerical integration for evaluation of integrals.
Conclusion
To conclude GARCH works on Windows operating system(s) and can be easily downloaded using the below download link according to GNU Public License license. GARCH download file is only 536 KB in size.GARCH was filed under the General category and was reviewed in softlookup.com and receive 5/5 Score.
GARCH has been tested by our team against viruses, spyware, adware, trojan, backdoors and was found to be 100% clean. We will recheck GARCH when updated to assure that it remains clean.
GARCH user Review
Please review GARCH application and submit your comments below. We will collect all comments in an effort to determine whether the GARCH software is reliable, perform as expected and deliver the promised features and functionalities.Popularity 10/10 - Downloads - 74 - Score - 5/5
Softlookup.com 2023 - Privacy Policy
| Category: | General |
| Publisher: | J?rg Brunsmann |
| Last Updated: | 16/11/2023 |
| Requirements: | Not specified |
| License: | GNU Public License |
| Operating system: | Windows |
| Hits: | 503 |
| File size: | 536 KB |
| Price: | Not specified |
| Name: * |
E-Mail: * |
| Comment: * |
|