- Joined
- 3/16/12
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Hi,
I'm working on a Monte Carlo project at school. I implemented simulations of Poisson process, compound Poisson, jump-diffusion, gamma and variance-gamma.
I am also asked to freely apply these simulations to finance. Could somebody indicate me some nice applications of these processes in finance (for example in pricing) ?
Thanks a lot
I'm working on a Monte Carlo project at school. I implemented simulations of Poisson process, compound Poisson, jump-diffusion, gamma and variance-gamma.
I am also asked to freely apply these simulations to finance. Could somebody indicate me some nice applications of these processes in finance (for example in pricing) ?
Thanks a lot