Black-Scholes Hedge Simulator for a European Call Option

Checkout finmath-experiments from git and run maven (mvn or mvnw) from its directory. This will start a JShell. See Getting Started for details.

Running the Hedge Simulator

Note: due to a bug in Java 11.0.7 for macOS, the simulator does not run when launched with Java 11.0.7. Please use Java 11.0.8 or Java 14.0.1 or better.

The Hedge Simulator is a GUI application. To run it just type the following in JShell:

				net.finmath.experiments.hedgesimulator.HedgeSimulator.run();
			

Where to continue

• Monte-Carlo Simulation