文件名称:quantcode_codes
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european_swaption_lmm.txt
very nice implementation of complicated LMM. Informative for QF applications
very nice implementation of complicated LMM. Informative for QF applications
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压缩包 : 121114146quantcode_codes.rar 列表 quantcode_codes\european_swaption_lmm.txt quantcode_codes\Heston pricing using finite difference method [Visual C++ express, GSL].mht quantcode_codes