Language: En Ru
Cognitum Research

2014-02-12 10:56
Cognitum Option Pricer: release!
Cognitum Option Pricer - the software for option pricing using the empirical price distribution. Unlike the popular Black-Scholes model it doesn't make assumptions about price returns distribution, but instead reconstruct it from historical data.

Read more on the product's page: Cognitum Option Pricer.