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Description: 应用蒙特卡罗模拟方法计算期权价格
统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及
此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
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Size: 780 |
Author: blue8202 |
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Description: 应用蒙特卡罗模拟方法计算期权价格
统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及
此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
-Application of Monte Carlo simulation method of calculating the option price statistics, also known as Monte Carlo simulation method (Monte-Carlo) methods. Because textbooks are usually almost do not involve this content. Not many people understand. Heard of people often see it as a statistical mechanics or nuclear physics disciplines, such as specialized tools. Rarely thought about this method and their own research work has anything to do.
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Size: 1024 |
Author: blue8202 |
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Description: 蒙特卡洛算法实现的检验pi的值和求二重积分的高级算法，值得下载-Monte Carlo algorithm realize the value of pi test and high-level algorithm for double integral, it is worth downloading
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Size: 59392 |
Author: 毕比 |
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Description: Price the American put option via Monte carlo simulation and the LSM
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Size: 1024 |
Author: XU XIAOJUN |
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Description: 蒙特卡洛算法在围岩参数Monte－Carlo有限元反分析中的应用-Monte Carlo algorithm in rock parameters Monte-Carlo finite element analysis of the anti-
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Size: 193536 |
Author: songxianhai |
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