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Monte-Carlo1

于 2020-11-25 发布文件大小:1KB

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应用蒙特卡罗模拟方法计算期权价格统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。 (Application of Monte Carlo simulation method of calculating the option price statistics, also known as Monte Carlo simulation method (Monte-Carlo) methods. Because textbooks are usually almost do not involve this content. Not many people understand. Heard of people often see it as a statistical mechanics or nuclear physics disciplines, such as specialized tools. Rarely thought about this method and their own research work has anything to do.)

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Monte-Carlo1.m

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