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liupun

于 2017-01-03 发布 文件大小:6KB
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代码说明:

  基于混沌的模拟退火算法,采用偏最小二乘法,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。( Chaos-based simulated annealing algorithm, Partial least squares method, Monte Carlo simulation method of calculating the American option price and basic description.)

文件列表:

liupun.m,10788,2016-12-30

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