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三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
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American Option Pricing in Variance Gamma using Finite Difference
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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)
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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
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matlab
monte-carlo simulation
for American option pricing
and other path dependent derivative-matlab monte-carlo simulation for American option pricing and other path dependent derivative
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期权价格二叉树定价,包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
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American option pricing in Vasick model
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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
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美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
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美式期权以十二步长为例,对于提前执行边界的二维画图显示以及期权定价问题-American option to twelve step, for example, for the implementation of the border ahead of a two-dimensional drawing display and option pricing problem
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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
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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
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American Option Pricing using Binomial Tree C++ code
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美式、欧式、亚式期权定价,认购期权和认沽期权(American, European, Asian option pricing)
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计算美式期权价格 采用二叉树算法 matlab语言编写(amrican options pricing)
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美式期权定价,根据美式期权定价模型,来计算相关美式期权的价格(American option pricing, based on the American option pricing model, to calculate the price of the relevant American options)
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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
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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.)
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