AR OptionSim is made and published by Jiecong Lu. AppBrain is an independent app data site and isn't affiliated with Jiecong Lu. The app name, icon, screenshots and description belong to Jiecong Lu and are shown as published on the App Store.
AppBrain's verdict
- Last updated
- September 15, 2021
Releases
Updates seen on the App Store- Version
- 1.0
- Launched
- September 2021
No changelog data
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Technology
Found in the app by AppBrain- Price
- Free
- App size
- 1.55 MB
- Content rating
- Everyone
Technologies used by AR OptionSim
About the app and developer
About AR OptionSim
AR OptionSim was a finance app developed by Jiecong Lu. It was removed from the App Store Jan 12, 2025.
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The app had no ratings.
App Information
AR OptionSim was free. The app size was 1.55 MB. The last available version was 1.0. The last update was on September 15, 2021.
Technical Requirements
The app had a content rating of Everyone. The app had been available on the App Store since September 2021.
Developer information for Jiecong Lu
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Store listing
By Jiecong Lu, from the App StoreThis app is currently not available on the App Store.
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Description by Jiecong Lu Written by the developer, not by AppBrain. Click to read.
AR OptionSim is an app that lets you simulate and visualize option prices and Greeks in augmented reality. The program implements the Black-Scholes model and supports both one-asset vanilla and two-asset basket European call/put, with and without barrier(s).
The Black-Scholes partial differential equation is solved using the finite element method with implicit Euler time integration. The simulation algorithm also leverages GPU acceleration with Metal Shading Language. Please see details below for information on settings and supported option types.
Settings:
- One-Asset Mode
K: Option Strike Price (A range of underlying asset prices are automatically calculated based on the option’s strike price)
B1: Lower Knock-out Barrier Price (Optional)
B2: Upper Knock-out Barrier Price (Optional)
T: Time to Expiration
σ: Volatility
δ: Dividend Yield
r: Risk-free Interest Rate
Steps: Number of Simulation Timesteps (Increase the number of timesteps to increase simulation accuracy and stability)
- Two-Asset Mode
K: Option Strike Price (A range of underlying assets prices are automatically calculated based on the option’s strike price)
B1: Lower Knock-out Barrier Price (Optional)
B2: Upper Knock-out Barrier Price (Optional)
T: Time to Expiration
σ1: Volatility of Underlying Asset 1
σ2: Volatility of Underlying Asset 2
δ1: Dividend Yield of Underlying Asset 1
δ2: Dividend Yield of Underlying Asset 2
ρ: Correlation Coefficient Between Underlying Asset 1 And Underlying Asset 2
r: Risk-free Interest Rate
Steps: Number of Simulation Timesteps (Increase the number of timesteps to increase simulation accuracy and stability)
Color Mode:
- Normal: Heat map based on the option prices on the simulated price surface
- Curvature: Heat map based on the mean curvature of the simulated price surface
Interaction:
- Drag on the plot with one finger to see prices and Greeks
- Move, rotate, or scale the plot with two fingers
Supported Option Types:
- Vanilla European Call/Put (One-Asset)
- Down-and-out European Call/Put (One-Asset)
- Up-and-out European Call/Put (One-Asset)
- Double-Barrier European Call/Put (One-Asset)
- Basket European Call/Put (Two-Asset)
- Down-and-out Basket European Call/Put (Two-Asset)
- Up-and-out Basket European Call/Put (Two-Asset)
- Double-Barrier Basket European Call/Put (Two-Asset)
Supported Greeks for Interactive Visualization:
- One-Asset: Delta and Theta (Δ & Θ)
- Two-Asset: Deltas with respect to the two underlying assets (Δ1 & Δ2)
This app features work from patent pending inventions.
For more information and ad placements, please contact Jiecong Lu at aroptionsim@gmail.com.
App Information Page:
https://jackylu0124.github.io/aroptionsim-info/
The Black-Scholes partial differential equation is solved using the finite element method with implicit Euler time integration. The simulation algorithm also leverages GPU acceleration with Metal Shading Language. Please see details below for information on settings and supported option types.
Settings:
- One-Asset Mode
K: Option Strike Price (A range of underlying asset prices are automatically calculated based on the option’s strike price)
B1: Lower Knock-out Barrier Price (Optional)
B2: Upper Knock-out Barrier Price (Optional)
T: Time to Expiration
σ: Volatility
δ: Dividend Yield
r: Risk-free Interest Rate
Steps: Number of Simulation Timesteps (Increase the number of timesteps to increase simulation accuracy and stability)
- Two-Asset Mode
K: Option Strike Price (A range of underlying assets prices are automatically calculated based on the option’s strike price)
B1: Lower Knock-out Barrier Price (Optional)
B2: Upper Knock-out Barrier Price (Optional)
T: Time to Expiration
σ1: Volatility of Underlying Asset 1
σ2: Volatility of Underlying Asset 2
δ1: Dividend Yield of Underlying Asset 1
δ2: Dividend Yield of Underlying Asset 2
ρ: Correlation Coefficient Between Underlying Asset 1 And Underlying Asset 2
r: Risk-free Interest Rate
Steps: Number of Simulation Timesteps (Increase the number of timesteps to increase simulation accuracy and stability)
Color Mode:
- Normal: Heat map based on the option prices on the simulated price surface
- Curvature: Heat map based on the mean curvature of the simulated price surface
Interaction:
- Drag on the plot with one finger to see prices and Greeks
- Move, rotate, or scale the plot with two fingers
Supported Option Types:
- Vanilla European Call/Put (One-Asset)
- Down-and-out European Call/Put (One-Asset)
- Up-and-out European Call/Put (One-Asset)
- Double-Barrier European Call/Put (One-Asset)
- Basket European Call/Put (Two-Asset)
- Down-and-out Basket European Call/Put (Two-Asset)
- Up-and-out Basket European Call/Put (Two-Asset)
- Double-Barrier Basket European Call/Put (Two-Asset)
Supported Greeks for Interactive Visualization:
- One-Asset: Delta and Theta (Δ & Θ)
- Two-Asset: Deltas with respect to the two underlying assets (Δ1 & Δ2)
This app features work from patent pending inventions.
For more information and ad placements, please contact Jiecong Lu at aroptionsim@gmail.com.
App Information Page:
https://jackylu0124.github.io/aroptionsim-info/