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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/issues