Title:
matlab 最小二乘蒙特卡罗（LMS）美式期权定价
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- Category:
- matlab
- Tags:
-
- File Size:
- 7.4mb
- Update:
- 2020-04-03
- Downloads:
- 1 Times
- Uploaded by:
- 张深
Description: Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| AmericanOption.m | 2346 | 2020-02-15
|
| LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf | 756774 | 2020-02-15
|
| main_script.m | 747 | 2020-02-15
|
| mcAoption.m | 1446 | 2020-02-15
|
| simulatePath.m | 262 | 2020-03-31
|
| 关于最小二乘蒙特卡洛模拟法在美式期权定价中的应用.xdf | 903789 | 2020-02-21
|
| 基于最小二乘蒙特卡罗模拟方法的豆粕期货期权定价实证研究.pdf | 3212567 | 2020-02-15
|
| 美式期权定价的最小二乘蒙特卡罗方法及其改进模型.nh | 3610715 | 2020-02-15 |
