文件名称:replicationofbarriers
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用matlab实现障碍期权的复制,并以此给障碍期权定价-Matlab realize with a copy of barrier options and barrier options as to the pricing
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下载文件列表
Static replication of vanilla barriers - thesis - Shivum Patel
..............................................................\CarrChou.m
..............................................................\CEVFDS.m
..............................................................\CEVprice.m
..............................................................\DEKCEV.m
..............................................................\How to run.txt
..............................................................\Thesis Shivum Patel - Static Replication Methods in barrier.pdf
..............................................................\CarrChou.m
..............................................................\CEVFDS.m
..............................................................\CEVprice.m
..............................................................\DEKCEV.m
..............................................................\How to run.txt
..............................................................\Thesis Shivum Patel - Static Replication Methods in barrier.pdf