Heston
于 2013-08-18 发布
文件大小:8KB
0 181
下载积分: 1
下载次数: 12
代码说明：
Heston Model option pricings and comparison(Compares the option prices obtained using the analytical Heston formula (1993) and the FFT method (Carr-Madan formula via FFT+ Simpson s, Carr-Madan using adaptive Gauss-Kronrod quadrature, and Lipton s formula using adaptive Gauss-Kronrod quadrature).)
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
