搜索资源列表
CEV_MC
- 使用正态分布随机数蒙特卡洛模拟CEV过程-Normally distributed random numbers using Monte Carlo simulation process CEV
ZoneServerDev_x64
- zone server dev rf online
Monte Carlo CEV
- CEV 蒙特卡洛模拟定价option, 增加了volatility的变化,但是当网格较密时可以忽略(Use Monte Carlo to calculate option)