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underlyingpath_dw

于 2011-04-01 发布文件大小:1KB

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说明：给定随机过程，用对偶变量法模拟标的资产的价格路径, 提高一倍速度，并减小一半的标准差(Given random process, with dual variable method for modeling the underlying asset price path, double speed, and reduce the standard deviation of half)

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