Software repository
Paper review
Download paper
Software archive
Review
Editor: @jbytecode (all papers)
Reviewers: @lrnv (all reviews), @omendezmorales (all reviews)
Authors
Mitchell Pound (0000-0002-1244-427X), Spencer Clemens (0000-0002-5381-9242), Tyler Brough (0000-0003-4005-5324), Pedram Jahangiry (0000-0002-9555-7500), Janette Goodridge (0000-0002-5400-5961)
Citation
Pound et al., (2023). Bruno: A Julia package for simulation, financial asset pricing and delta hedging. Journal of Open Source Software, 8(82), 5056, https://doi.org/10.21105/joss.05056
@article{Pound2023,
doi = {10.21105/joss.05056},
url = {https://doi.org/10.21105/joss.05056},
year = {2023},
publisher = {The Open Journal},
volume = {8},
number = {82},
pages = {5056},
author = {Mitchell Pound and Spencer Clemens and Tyler Brough and Pedram Jahangiry and Janette Goodridge},
title = {Bruno: A Julia package for simulation, financial asset pricing and delta hedging},
journal = {Journal of Open Source Software}
}
Tags
Financial instruments Hedging Options Simulation
Altmetrics
Markdown badge
License
Authors of JOSS papers retain copyright.
This work is licensed under a Creative Commons Attribution 4.0 International License.
