||Last Update: 2007/7/20 23:06
Introducing the free OptionCity Calculator
The first stand-alone calculator (OC Calculator) handling both stochastic (random) volatility and stock price jumps.
With the calculator, you can:
Rapidly generate option prices with Greeks
(sensitivity to parameters)
Rapidly generate realistic 'smile' charts
Validate results with multiple numerical methods:
Lattice, Series, Monte Carlo
The OC Calculator is currently available at no charge.
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