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 41 - Option Pricing Browse Website open in new window
   
  07-January-2012 
Program by Ruey Tsay to calculate the price of a European option using a simple jump diffusion model.



 
   
  07-January-2012 
Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.



 
   
  07-January-2012 
Calculates nonparametric estimates of percentiles, associated confidence intervals, and tolerance limits of the percentiles from a data set. Also calculates the order statistics needed for any sample size to create the same estimates. Includes source ...



 
   
  07-January-2012 
Codes in Fortran 77, 90, C, IDL, and Matlab.



 
   
  07-January-2012 
Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).



 
   
  07-January-2012 
Fortran 90 code using the backpropagation algorithm to fit a neural network to pairs of input vectors and target vectors. Numerical Recipes code is used for singular value decomposition.



 
   
  07-January-2012 
Fortran and C codes by H. Joe to accompany paper.



 
   
  07-January-2012 
Fortran and SAS/IML programs by Frank Bretz.



 
   
  07-January-2012 
Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.



 
   
  07-January-2012 
Code for principal components, partitioning, clustering, discriminant analysis, multidimensional scaling, Kohonen self-organizing map, sorting, errors-in-variable regression, minimal spanning trees, and GMDH, by Fionn Murtagh.


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