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MATLAB algos期权定价

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  • 标      签: Matlab others 期权 定价

资 源 简 介

Matlab Algos for Option Pricing

文 件 列 表

simhedg.m
SimInsPort.m
SimInsPortsSv.m
SimJumpDiff.m
Test_HestonCALL.m
Testbs1.m
TestCallSim.m
TestSimJumpDiff.m
TraceVolat.m
mDoc.doc
StkIdx.xls
BinomCP2.m
binomcp22.m
BinomCP.m
BinomPC3.m
BinomTree.m
BrownianAnimate.m
BrownianMotion.m
BrownianMovie11.m
BrownianMovie.m
BS_delta_call.m
BS_delta_put.m
BS_gamma_call.m
BS_gamma_put.m
BS_rho_call.m
BS_rho_put.m
BS_theta_call.m
BS_theta_put.m
BS_vega_call.m
BS_vega_put.m
BSCall.m
BSCallD.M
BSCALLHR.M
BSPut.m
BSPutD.m
BSviaNumInt.m
CallSim1.m
CallSim2.m
CF_SVj.m
Getdata.m
GphGreek.m
HedgeEx.m
HestonCall.m
InverseRNG.m
ProblemWithDivision.m
second_order_simHest.m
Simdtree1.m
SimExpJump.m

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