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BSJUMP

于 2012-08-23 发布文件大小:1KB

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下载积分: 1 下载次数: 12

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代码说明：

Black-Scholes 模型的跳跃过程需要matlab有统计工具包(Black-Scholes model with merton jumps, the code need to be ran based on Statistic toolbox)

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