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r121ic
- 双指数跳扩散模型的美式二值期权定价Double exponential jump-diffusion model of the American binary option pricin-Double exponential jump-diffusion model of the American binary option pricing
Trinomial
- 基于三叉树的期权定价模型，包括路径依赖型，向下敲出期权等奇异期权-Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
monte_carlo
- 蒙特卡洛模拟，期权定价分析，收益模型仿真。Monte Carlo simulation for returns-Monte Carlo simulation for returns
option-price-model
- 基于MATLAB的期权定价模型和模拟的源代码-option price model
GMM
- Hestion期权定价模型的波动方程中参数的广义矩估计-Generalized wave equation parameters of Heston option pricing model Moment Estimation
HestonCallQuad
- Heston期权定价模型的蒙托卡罗模拟。调用fun函数即可运行-Generalized wave equation parameters of Heston option pricing model Moment Estimation
BlackScholes
- 期权定价模型与数值方法 BS公式隐含波动率计算(Option pricing model and numerical method Calculation of Implicit Volatility of BS Formula)