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Monte-Carlo

于 2020-11-22 发布文件大小:2KB

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对标的资产过程服从几何布朗运动的期权用蒙特卡洛模拟数值算法进行定价(The underlying asset process follows a geometric Brownian motion of options using Monte Carlo simulation, numerical algorithms pricing)

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monto-carlo.doc,10752,2014-11-13

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