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[Other resource] complete

Description: 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
Platform: | Size: 937 | Author: 真实 | Hits:

[Other resource] acpricecn

Description: finite difference method with Crank-Nikolson approach(SOR) for American call option
Platform: | Size: 1536 | Author: dengli | Hits:

[Algorithm] Crank-Nicolson Scheme for pricing Ameircan put options

Description: This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
Platform: | Size: 943 | Author: assassin_1987@126.com | Hits:

[Finance-Stock software system] complete

Description: 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
Platform: | Size: 1024 | Author: | Hits:

[Algorithm] acpricecn

Description: finite difference method with Crank-Nikolson approach(SOR) for American call option
Platform: | Size: 1024 | Author: dengli | Hits:

[Algorithm] Ap

Description: Price the American put option via Monte carlo simulation and the LSM
Platform: | Size: 1024 | Author: XU XIAOJUN | Hits:

[Windows Develop] VGFiniteDiff

Description: American Option Pricing in Variance Gamma using Finite Difference
Platform: | Size: 3072 | Author: c0ldlimit | Hits:

[matlab] FD_ids_amput

Description: 用于计算美式看跌期权，采用的是全隐式取点算法-To calculate American put option using fully implicit finite difference scheme
Platform: | Size: 1024 | Author: Kelly | Hits:

[matlab] American-put-option-pricing

Description: 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
Platform: | Size: 1024 | Author: AVERY | Hits:

[matlab] American Options

Description: 用多种方法求解美式期权定价问题，其中包括二叉树方法，有限差分法，最小二乘蒙特卡洛模拟法（LSM法），并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These methods are compared.)
Platform: | Size: 250880 | Author: 西可可 | Hits:

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