Quasi Random Black-Scholes Java Applet

By Espen Gaarder Haug

The applet returns the Analytical solution by Black and Scholes as well as a option value estimated by using Quasi-Random Monte Carlo simulation

To use the Applet below you have to use a Browser that support JAVA 2. You also need to set JAVA to ON.


copyright Espen Haug 1998- 2004 all rights reserved