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fixed_Asiancall_arith
- 用于计算新发行的固定交割价亚式期权的定价(采用算术平均数)-To calculate the newly-issued fixed strike Asian option price
MonteCarlo
- 蒙特卡洛模拟的matlab代码,包括欧式、亚式期权定价,对偶变量法等-Monte Carlo simulation matlab code, including European, Asian option pricing, dual variable method
asian_option
- 亚式期权二叉树定价,最经典的算法!!!!!!!!!(Binary tree pricing of Asian Options)