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option_MonteCarlo

于 2011-07-06 发布 文件大小:1KB
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代码说明:

  百慕达期权的MonteCarlo模拟,MonteCarlo广泛应用于各种期权定价模拟等过程(Bermuda option MonteCarlo simulations, MonteCarlo widely used in option pricing simulation processes)

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