文件名称:VarReduction
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模拟仿真蒙塔卡罗寻找中值,用此程序可以仿真中值的寻找结果.挺好的一个程序,有实用价值-simulation MonteCarlo finding meium value
(系统自动生成,下载前可以参看下载内容)
下载文件列表
VarReduction\BlsHalton.m
............\BlsMC.m
............\BlsMCAV.m
............\BlsMCCV.m
............\BlsSobol.m
............\FillBetween.m
............\VanillaPricingUsingDifferentMethods.m
VarReduction
............\BlsMC.m
............\BlsMCAV.m
............\BlsMCCV.m
............\BlsSobol.m
............\FillBetween.m
............\VanillaPricingUsingDifferentMethods.m
VarReduction