资源列表
[matlab例程] RGB2LABROUNDTO
说明:Round to function to be used in MATLAB. Also, RGB to LAB functions<manuel> 在 2025-01-23 上传 | 大小:1kb | 下载:0
[matlab例程] ginzcontrol
说明:very useful codes used phd for grinz analysis<sameer> 在 2025-01-23 上传 | 大小:1kb | 下载:0
[matlab例程] underlyingpath
说明:用于单轨道金融资产蒙特卡洛模拟的资产价格路径的刻画,实用极强,作为基础函数,方便调用。-Financial assets for single track MC simulations describe the path of asset prices, extremely practical, as the basis functions, easy call.<cw> 在 2025-01-23 上传 | 大小:1kb | 下载:0
[matlab例程] underlyingpath_dw
说明:给定随机过程,用对偶变量法模拟标的资产的价格路径, 提高一倍速度,并减小一半的标准差-Given random process, with dual variable method for modeling the underlying asset price path, double speed, and reduce the standard deviation of half<cw> 在 2025-01-23 上传 | 大小:1kb | 下载:0
[matlab例程] eur_call_dw
说明:用对偶法(underlying_dw),给定2M条样本轨道,给出一个欧式看涨期权的价格-With the dual method, sample path of a given article 2M, given the price of a European call option<cw> 在 2025-01-23 上传 | 大小:1kb | 下载:0
[matlab例程] asian_call_dw
说明:用对偶法,给定2M条样本轨道,给出一个亚式看涨期权的价格-With the dual method, sample path of a given article 2M, given a price of Asian call option<cw> 在 2025-01-23 上传 | 大小:1kb | 下载:0
[matlab例程] cumsum_payoff
说明:采用对偶变量法模拟出两条路径,计算每个节点的损益 可以对各类复杂金融衍生品定价-With dual variable method to simulate the two paths, calculate the profit or loss for each node can be all kinds of complex financial derivatives pricing<cw> 在 2025-01-23 上传 | 大小:1kb | 下载:0