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matrixtrinomial
- 该算法实现将稀疏矩阵数据结构压缩为三项式数据结构的过程-The algorithm implementation will be sparse matrix data structure of compressed data structures for the trinomial process
SFEtrinomp
- 该程序,可以用于计算金融证券期权产品的三项树定价估值过程。-This matlab code can be used to caculate the options price by estimate the trinomial processes.
Trinomial
- 基于三叉树的期权定价模型,包括路径依赖型,向下敲出期权等奇异期权-Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options
Tree
- 利用tree method定价期权,其中包括使用binomial tree和trinomial tr-C++ codes to price barrier options using tree methods
option-pricing-(binomial-)
- optin pricing with Binomial , Trinomial , Black and scholes , flexible binomial , LR binomial
Trinomial_Call
- 欧式看涨期权三叉树模型的实现,以及障碍期权的运用(The implementation of the trinomial model to the European call option The implementation of a barrier to the European call and out option)
5
- binomial trinomial convergence