A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is
The program developed was effective in time of calculation and let us state, that binomial and Markovian models give similar results, but Markovian model is much slower when lattice has more than 25 periods. The crude Monte Carlo Model requires millions of paths to be generated in order to get high accuracy.doi:10.15388/lmr.2009.56 fatcat:jkj5vjudsrd6bpz6oknajmukiq