Commodity-One-Factor-Spot-Model
于 2011-06-10 发布
文件大小:258KB
0 137
下载积分: 1
下载次数: 4
代码说明：
采用Clewlow and Strickland 单要素日现货模型，利用Monte Carlo方法模拟商品现货价格的Matlab程序。(Commodity Model One Factor Spot Model：This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.)
下载说明：请别用迅雷下载，失败请重下，重下不扣分！
发表评论
