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Black-Scholes

于 2011-10-10 发布文件大小:1KB

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由脚本输入相关值可以计算一个欧式期权；通过匿名函数计算，其中一些call其它函数，如CDF和PDF。(This script is used for implement the Black-Scholes pricing model By the script ten related values of a European option can be calculated Anonymous functions are used in this script, and some of them call ohter functions, such as CDF and PDF.)

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