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二叉树方法计算欧式期权价格,篮子期权,由2项资产-binary tree method Continental options prices, basket options, from the two assets
Date : 2025-12-20 Size : 1kb User :

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。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
Date : 2025-12-20 Size : 2kb User :

Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000) Gencay, Selcuk and Whitcher (2001) the dual-tree complex wavelet transform (CWT) from Kingsbury (1999, 2001) as implemented by Selesnick and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.-Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000) Gencay, Selcuk and Whitcher (2001) the dual-tree complex wavelet transform (CWT) from Kingsbury (1999, 2001) as implemented by Selesnick and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.
Date : 2025-12-20 Size : 1.11mb User : Christian Hagglof

利用tree method定价期权,其中包括使用binomial tree和trinomial tr-C++ codes to price barrier options using tree methods
Date : 2025-12-20 Size : 10kb User : mingqiang

各式期权的定价方法,使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
Date : 2025-12-20 Size : 12kb User : 陈晨

看涨期权二叉树模型定价,能生成树结果和期权价格-Binary call option pricing model, spanning tree results and the option price
Date : 2025-12-20 Size : 1kb User : devon

金融工程中,二叉树模型用于期权定价,用matlab程序实现,来进行套利-Two fork tree model for Option pricing
Date : 2025-12-20 Size : 74kb User : langqi

美式二叉树的计算公式,方便快捷,参数可自由设置(Formula of American two fork tree)
Date : 2025-12-20 Size : 22kb User : Weyl

这是一个期权隐含波动率计算程序,二叉树模型(This is an option implied volatility calculation program, Binary Tree model)
Date : 2025-12-20 Size : 1kb User : FD123

用来实现BS公式的二叉树求解方法,有过程有解释有图(The two forked tree solution for the implementation of the BS formula has the process of explaining the graph)
Date : 2025-12-20 Size : 19kb User : llh123

期权定价 多部二叉树模型 BS模型 蒙特卡罗模拟(Option pricing Multipartite binary tree model BS model Monte Carlo simulation)
Date : 2025-12-20 Size : 2kb User : xsdj
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