Location:
Search - american option
Search list
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:
Description: 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.
Platform: |
Size: 2462 |
Author: 真实 |
Hits:
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:
Description: 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.
Platform: |
Size: 2048 |
Author: |
Hits:
Description: 几何布朗运动的Monte Carlo模拟以及美式期权定价-Geometric Brownian motion of the Monte Carlo simulation as well as the American option pricing
Platform: |
Size: 1024 |
Author: cy |
Hits:
Description: Price the American put option via Monte carlo simulation and the LSM
Platform: |
Size: 1024 |
Author: XU XIAOJUN |
Hits:
Description: American Option Pricing in Variance Gamma using Finite Difference
Platform: |
Size: 3072 |
Author: c0ldlimit |
Hits:
Description: Numerical Crank Nicolson for American Option
Platform: |
Size: 2048 |
Author: LCB |
Hits:
Description: 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述-Monte Carlo simulation to compute the price of American option
Platform: |
Size: 84992 |
Author: american |
Hits:
Description: 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
Platform: |
Size: 1024 |
Author: yinxinxin |
Hits:
Description: 通过确定执行边界的方法计算美式期权价格，并画出它的执行边界。-Determine the implementation of the boundary of the method to calculate the American option price and draw the boundary of its execution.
Platform: |
Size: 1024 |
Author: yinghao |
Hits:
Description: matlab
monte-carlo simulation
for American option pricing
and other path dependent derivative-matlab monte-carlo simulation for American option pricing and other path dependent derivative
Platform: |
Size: 634880 |
Author: 李淑涵 |
Hits:
Description: 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
Platform: |
Size: 4096 |
Author: 石楠 |
Hits:
Description: American option pricing in Vasick model
Platform: |
Size: 6144 |
Author: donald |
Hits:
Description: 用于计算新发行的美式期权的价格，采用的是二叉树方法-To calculate newly-issued American option using CRR BTM method
Platform: |
Size: 1024 |
Author: Kelly |
Hits:
Description: 用于计算非新发行的美式期权的定价，采用二叉树方法-To calculate the not newly-issued American option price using CRR BTM method
Platform: |
Size: 1024 |
Author: Kelly |
Hits:
Description: 美式期权定价，根据美式期权定价模型，来计算相关美式期权的价格(American option pricing, based on the American option pricing model, to calculate the price of the relevant American options)
Platform: |
Size: 2048 |
Author: surfertime |
Hits:
Description: 利用二叉树计算欧式期权和美式期权，输出期权价格和bs公式的差距，画出分割期数与其误差的关系图，并计算其敏感性(The binarytree is used to calculate the gap between the European option and American option, the price of the output option and the BS formula, and the relationship between the number of the segmentation period and its error is drawn and its sensitivity is calculated.)
Platform: |
Size: 2048 |
Author: alwaysalone |
Hits:
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:
Description: 用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(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.)
Platform: |
Size: 7760896 |
Author: 张深 |
Hits:
« 12
3
4
5
6
7
8
9
10
...
18
»