Fat Tail Option Calculator 1.0
The Fat Tail Option calculator application makes use of Stable Distributions to estimate the theoretical value of European options.
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0.00 
Freeware
0K
Windows Vista 
The Fat Tail Option calculator application makes use of Stable Distributions to estimate the theoretical value of European options.
This provides a richer method with a better fit to real data and real capital market behavior than the common Black-Scholes formula. Especially, it can be used to take into account the existence of crash events.
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Download Fat Tail Option Calculator 1.0
Download Fat Tail Option Calculator 1.0
Authors software
Fat Tail Option Calculator 1.0
Economymodels.com
The Fat Tail Option calculator application makes use of Stable Distributions to estimate the theoretical value of European options.
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