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fzqq

于 2021-05-13 发布 文件大小:1KB
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下载积分: 1 下载次数: 52

代码说明:

  这是一个复制期权的matlab程序,内部有随机股价模拟,和delta对冲。(this is a program to do delta heging, and stochastic stock prices simulating )

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