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Americanoption-binary-pricing

于 2011-06-29 发布 文件大小:1KB
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代码说明:

  用于无红利的美式看跌期权定价,参数依次为(现在股价,协议价格,无风险利率,波动率,期限,二叉树步数)  (No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps))

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