Bang-Bang Quant Swing(ers)
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A C++ pricer for swing options & other derivatives, using Optimal Vector Quantization(see http://quantize.mathfi.com/ & "Optimal quantization for the pricing of swing options" Bardou, Bouthemy, and Pags. )
Bang-Bang Quant Swing(ers) License - BSD License; GNU General Public License (GPL)
Free download from Shareware Connection - A C++ pricer for swing options & other derivatives, using Optimal Vector Quantization(see http://quantize.
Version: 1.0 | Platform: WinOther
Released Date: | Rating: 0 | Title: Bang-Bang Quant Swing(ers)
Author Url: http://quantswing.sourceforge.net
Program Info Url: http://quantswing.sourceforge.net
Download Url: http://quantswing.sourceforge.net
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