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Trinomial

于 2012-06-09 发布 文件大小:4KB
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下载积分: 1 下载次数: 37

代码说明:

  基于三叉树的期权定价模型,包括路径依赖型,向下敲出期权等奇异期权(Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options)

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