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多期复合期权定价可转债MATLAB程序

于 2022-07-28 发布 文件大小:2.88 kB
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代码说明:

应用背景可转债的多期复合期权定价,方法为有限差分法,应用MATLAB实现关键技术应用多期复合期权定价可转债的MATLAB程序,模型原型为文章《可转换公司债券复合期权定价方法》

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