搜索资源列表
complete
- 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
TrinomialAmerican
- 三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
MonteCarlosimulation
- 几何布朗运动的Monte Carlo模拟以及美式期权定价
美式期权定价Matlab 程序
- 文件提供了基于跳扩散过程的美式期权定价程序
complete
- 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
TrinomialAmerican
- 三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
MonteCarlosimulation
- 几何布朗运动的Monte Carlo模拟以及美式期权定价-Geometric Brownian motion of the Monte Carlo simulation as well as the American option pricing
optionpricing
- 运用explicit,implicit, crank-nicolson方法计算美式期权以及带分红的美式期权-using explicit,implicit, crank-nicolson methods to calculate american options
AmericanPut
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述-Monte Carlo simulation to compute the price of American option
Binomial-Trees
- 计算欧式期权，美式期权，百慕大期权价格的二叉树VBA程序-Binomial Tree for EurpeanAmerican CallPut Option
ameri
- 通过确定执行边界的方法计算美式期权价格，并画出它的执行边界。-Determine the implementation of the boundary of the method to calculate the American option price and draw the boundary of its execution.
binomial-option-pricing-matlab
- 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
Newly_Am_put
- 用于计算新发行的美式期权的价格，采用的是二叉树方法-To calculate newly-issued American option using CRR BTM method
NotNewly_Am_put
- 用于计算非新发行的美式期权的定价，采用二叉树方法-To calculate the not newly-issued American option price using CRR BTM method
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
msqq12
- 美式期权以十二步长为例，对于提前执行边界的二维画图显示以及期权定价问题-American option to twelve step, for example, for the implementation of the border ahead of a two-dimensional drawing display and option pricing problem
BinomialTree_AmericanPricing(2)
- 美式二叉树的计算公式，方便快捷，参数可自由设置(Formula of American two fork tree)
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)
American Options
- 用多种方法求解美式期权定价问题，其中包括二叉树方法，有限差分法，最小二乘蒙特卡洛模拟法（LSM法），并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulat
matlab 最小二乘蒙特卡罗（LMS）美式期权定价
- 用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with refere