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- 有限差法计算期权价格,美式期权,说明包含在文件里,-finite difference method options prices, the American option, the statement contained in the document,
MATLAB-code
- 包含了14段代码,主要是金融领域。包含了显性有限差分-期权定价、蒙特卡洛定价、风险中性期权定价等-Contains 14 sections of the code, mainly in the financial sector. Contains explicit finite difference- pricing, Monte Carlo pricing, risk-neutral pricing options
