Option price valuations : Sequential Code
Code for option price valuations on multiplicative,
general-additive binomial
trees, trinomial trees, and using the explicit finite difference method
is being made available. All implementations are in ANSI C and were
compiled and tested under GCC on a Linux system.
- tars/option02a.tar (July 10, 2002)
Current Version of sequential code for option valuations.
Individual files of this tar archive are also provided in
a subdirectory Seq in the parallel code tarfiles also available.
Untar tar file, read copyright notice in file copy and file README.
Last Update: July 10, 2002