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eur_call_dw

于 2011-04-01 发布 文件大小:1KB
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代码说明:

说明:  用对偶法(underlying_dw),给定2M条样本轨道,给出一个欧式看涨期权的价格(With the dual method, sample path of a given article 2M, given the price of a European call option)

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