文件名称:done
介绍说明－－下载内容均来自于网络，请自行研究使用
包括：使用控制变量蒙特卡洛法和一般蒙特卡洛法的欧洲期权看涨价格程序；使用蒙特卡洛计算定积分；使用B-S公式计算期权价格。
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Including: European call options price procedure using control variable Monte Carlo method and general Monte Carlo method using Monte Carlo calculation of definite integral use the B-S formula to calculate the price of option.
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Including: European call options price procedure using control variable Monte Carlo method and general Monte Carlo method using Monte Carlo calculation of definite integral use the B-S formula to calculate the price of option.
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下载文件列表
done
....\Monte Carlo Project NO.8.m
....\Monte Carlo Project NO.9.m
....\Monte Carlo Project_No.7.m