搜索资源列表
MonteCarlosimulation
- 几何布朗运动的Monte Carlo模拟以及美式期权定价
美式期权定价Matlab 程序
- 文件提供了基于跳扩散过程的美式期权定价程序
Americanoption-binary-pricing
- 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
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
NotNewly_Am_put
- 用于计算非新发行的美式期权的定价，采用二叉树方法-To calculate the not newly-issued American option price using CRR BTM method
LATTICE-EUR-AMR--CALL
- 基于二叉树定价原理的对于美式看涨期权和欧式看涨与看跌期权的模拟-Analog for the American call option and the European call and put options based on binary tree pricing
american_option
- 对服从几何布朗运动的美式看跌期权进行了定价。里面参数可自行修改-pringcing for American Options
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
BTM
- 二叉树算法在美式期权定价中的应用,已通过自己电脑测试-Binary Tree Algorithm in American option pricing has been tested through their own computers
期权定价
- 欧式和美式期权的二叉树定价和蒙特卡罗定价的源代码
AmericanOptLSM
- 期权定价公式：美式期权定价公式，输入7个参数后导出期权价格公式。-the american option price formula。
American Options
- 用多种方法求解美式期权定价问题，其中包括二叉树方法，有限差分法，最小二乘蒙特卡洛模拟法（LSM法），并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These
matlab 最小二乘蒙特卡罗（LMS）美式期权定价
- 用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)