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于 2016-12-22 发布文件大小:5KB

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有详细的注释，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,最小均方误差（MMSE）的算法。( There are detailed notes, Monte Carlo simulation method of calculating the American option price and basic description, Minimum mean square error (MMSE) algorithm.)

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pengnun.m,9781,2016-12-22

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