搜索资源列表
MonteCarloAsianCallOptions
- 蒙特卡罗法计算亚式期权中的PutOptions-MonteCarlo Method to compute Asian Options with Put Options
MonteCarloAsianPut
- 蒙特卡罗法计算亚式期权中的PutOptions-MonteCarlo Method with Asian Put Options
Asian_Put_Options_with_FixedN
- 蒙特卡罗法计算亚式期权其中限制时间步数N而让M循序增大-MonteCarlo Method with fixed time steps N and icreasing M
asian_call_dw
- 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
basket
- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
fixed_Asiancall_arith
- 用于计算新发行的固定交割价亚式期权的定价（采用算术平均数）-To calculate the newly-issued fixed strike Asian option price
CRR_Asian
- 亚式期权的二叉树及三叉树算法。很容易改编为其他的强路径依赖期权代码。-Asian option binary and ternary tree algorithms. Easily adapted for other strong path-dependent option code.
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
asian
- 运用二叉树对欧式看涨亚式期权的定价，详细说明-Use binary European call for Asian options pricing
MonteCarlo
- 蒙特卡洛模拟的matlab代码，包括欧式、亚式期权定价，对偶变量法等-Monte Carlo simulation matlab code, including European, Asian option pricing, dual variable method
code
- 通过wiklund近似解计算亚式期权价格(calculate the value of Asian option through Wiklund Approximation)
期权定价
- 美式、欧式、亚式期权定价，认购期权和认沽期权(American, European, Asian option pricing)
asian_option
- 美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)
asian_option
- 亚式期权二叉树定价，最经典的算法！！！！！！！！！(Binary tree pricing of Asian Options)