文件名称:VarReduction
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多种方差减小蒙特卡洛法计算期权的程序，程序对学习蒙特卡洛很有帮助！-Various variance reduction Monte C Lofa option calculation procedures, procedures for the Monte Carlo learning very helpful!
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下载文件列表
VarReduction
............\BlsHalton.m
............\BlsMC.m
............\BlsMCAV.m
............\BlsMCCV.m
............\BlsSobol.m
............\FillBetween.m
............\VanillaPricingUsingDifferentMethods.m