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using the Inverse-Transform method to speed up options pricing simulations in R

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R-programming: Options Pricing in Discrete Levy Models

Algorithms: NIG process simulation vs the Inverse-Transform Method

A lecture on drastically improving computation speeds by simulating tabulated probabilities via an Inverse-Transform

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using the Inverse-Transform method to speed up options pricing simulations in R

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r monte-carlo-simulation r-language option-pricing algorithmic-trading monte-carlo-simulations mathematical-modelling mathematical-finance r-programming computational-finance financial-engineering european-options levy-processes options-trading levy-process levy-models

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