搜索资源列表
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
option
- 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
期权定价
- 美式、欧式、亚式期权定价，认购期权和认沽期权(American, European, Asian option pricing)
Amerc_option
- 美式期权定价，根据美式期权定价模型，来计算相关美式期权的价格(American option pricing, based on the American option pricing model, to calculate the price of the relevant American options)
monte carlo
- 奇异期权的蒙特卡洛定价，包含美式、回望、障碍期权(Monte Carlo pricing of exotic options)