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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2007 Volume 13(29), Issue 4, Pages 201–209 (Mi thsp246)
The analytical finance package

Dmitrii Silvestrov, Anatoliy Malyarenko

Department of Mathematics and Physics, Mälardalen University, Box 883, SE-721 23 Västerås, Sweden

Abstract: We describe the Analytical Finance Package, a set of Java applets which is developing at the Mälardalen University.

Keywords: Analytical finance, applet, Java, stochastic simulation.

MSC: 62P05

Language: English



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