Log-Uniform Jump-Diffusion Model

European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.

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4 giu 2009
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Rodolphe Sitter (2026). Log-Uniform Jump-Diffusion Model (https://it.mathworks.com/matlabcentral/fileexchange/23197-log-uniform-jump-diffusion-model), MATLAB Central File Exchange. Recuperato .

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Versione Pubblicato Note della release
1.6.0

bug fixed
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1.5.0

fixed the bug
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1.4.0

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1.1.0

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1.0.0

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