文件名称:AmericanMC
介绍说明--下载内容均来自于网络,请自行研究使用
蒙特卡洛估计仿真,通过学习该仿真程序,可以为以后用来进行粒子滤波实验-Monte carlo estimation simulation, by studying the simulation program, can is later used for particle filter experiment and so on
(系统自动生成,下载前可以参看下载内容)
下载文件列表
AmericanMC\asian_bintree.m
..........\barrier_bintree.m
..........\BinTree_A.m
..........\BinTree_CP.m
..........\BinTree_KI.m
..........\BlackScholesPrice.m
..........\callpayoff.m
..........\callput_bintree.m
..........\createbintree.m
..........\getPaths.m
..........\getPathsAsian.m
..........\knockinpayoff.m
..........\knockIn_indikator.m
..........\LongstaffSchwartz.m
..........\LongstaffSchwartz_2.m
..........\LongstaffSchwartz_M.m
..........\LongstaffSchwartz_M2.m
..........\PIter_E.m
..........\PIter_R.m
..........\putpayoff.m
..........\RegCoeff.m
..........\RegCoeff_M.m
..........\TestLongstaffSchwarz.m
..........\TestLongstaffSchwarz_exotic.m
..........\TestTrees.m
..........\UpperBound1.m
..........\UpperBound2.m
..........\UpperBound3.m
license.txt