This project is setup with Maven
mvn package
That will create the following jar file in the target directory
blackscholes-0.0.1-SNAPSHOT-jar-with-dependencies.jar
I like to rename the jar file to something more reasonable
cp blackscholes-0.0.1-SNAPSHOT-jar-with-dependencies.jar blackscholes.jar
Copy the jar to a working directory for testing.
Usage is simple. All the parameters are past in.
java -jar blackscholes.jar <initial price> <strike price> <start time> <final time> <num of paths>
If you want to play around with running multiple instances, you can do the following:
java -jar blackscholes.jar 10.0 11.0 0.0 12.0 10000
java -jar blackscholes.jar 10.0 11.0 12.0 24.0 10000
java -jar blackscholes.jar 10.0 11.0 24.0 36.0 10000
## and so on...
The model runs the following number of iterations (approximately):
endTime - startTime / 0.001 * 10000
The time step is 0.001. It should be smaller - but that will blow up the memory usage.
FSI Blackscholes