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BlackScholesMethod

于 2012-11-21 发布 文件大小:1KB
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下载积分: 1 下载次数: 11

代码说明:

  BS公式定价期权,该公式是在BS模型下得到的,通过假设股票服从几何布朗运动来定价(option pricing by BS formula)

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