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antithetic-monte-carlo
- 应用蒙特卡洛的方法为欧式看涨期权定价。同时，该程序是应用对偶方法进行模拟的。-pricing european call option with antithetic method in monte carlo
shuangbizhong
- 应用蒙特卡洛模拟方法为某种双币种期权定价-Quanto Option Pricing using the Monte Carlo method
Monte-Carlo
- 对标的资产过程服从几何布朗运动的期权用蒙特卡洛模拟数值算法进行定价-The underlying asset process follows a geometric Brownian motion of options using Monte Carlo simulation, numerical algorithms pricing
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
Matlab-option-pricing
- matlab 二叉树 蒙特卡洛 有限元法 期权定价-Binomial tree model/ Monte Carlo /FDM/ for option pricing in matlab
European-Option
- 使用多层蒙特卡洛方法对欧式期权进行定价，并计算使用的样本量、层数和方差-Monte Carlo Method and Option Pricing
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
MC_v1
- 内含蒙特卡洛期权定价法，运用面向对象编程， 代码非常清晰，有注释，希望帮到大家(Contains Monte Carlo option pricing, the use of object-oriented programming, the code is very clear, there are notes, and I hope to help you)
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
mc
- 利用蒙特卡洛方法计算欧式看涨期权的价格。(Monte Carlo method is used to calculate the price of European call options.)
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.)