Home » Source Code » 三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。...

三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。...

salavi
2010-11-18 19:24:12
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Finance-Stock software systemFinance-Stock software system MatlabMatlab

Description

tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
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TrinomialAmerican.m2.06 kB25-07-05 17:21
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bulin
2014-12-25

期权的策略类源码相对较少,感谢作者的分享,也希望有越来越多的人分享自己的成果,帮助期权在中国发展。

P.H.O.F
2016-08-24

谢谢啦,正在学习matlab,这个文件非常有用!!!!学习一下,再次感谢!

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三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。... (2.41 kB)

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