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MonteCarlo

于 2020-12-27 发布 文件大小:7KB
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下载积分: 1 下载次数: 30

代码说明:

  蒙特卡洛模拟的matlab代码,包括欧式、亚式期权定价,对偶变量法等(Monte Carlo simulation matlab code, including European, Asian option pricing, dual variable method)

文件列表:

蒙特卡洛法matlab代码
....................\asian_call_ctrl.m,1169,2010-09-26
....................\asian_call_dw.m,852,2010-09-26
....................\centrallimit.asv,256,2010-09-26
....................\centrallimit.m,285,2010-09-26
....................\eurcall_interval.m,754,2010-09-26
....................\eur_call.m,1067,2010-09-26
....................\eur_call_dw.m,1096,2010-09-26
....................\lln.m,281,2010-09-26
....................\underlyingpath.m,648,2010-09-26
....................\underlyingpath_dw.m,816,2010-09-26

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