MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
How to download and setup MonteCarlo
Open terminal and run command
git clone https://github.com/jerryxyx/MonteCarlo.git
git clone is used to create a copy or clone of MonteCarlo repositories.
You pass git clone a repository URL. it supports a few different network protocols and corresponding URL formats.
Also you may download zip file with MonteCarlo https://github.com/jerryxyx/MonteCarlo/archive/master.zip
Or simply clone MonteCarlo with SSH
[email protected]:jerryxyx/MonteCarlo.git
If you have some problems with MonteCarlo
You may open issue on MonteCarlo support forum (system) here: https://github.com/jerryxyx/MonteCarlo/issuesSimilar to MonteCarlo repositories
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