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于 2014-12-08 发布文件大小:4KB

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包括：使用控制变量蒙特卡洛法和一般蒙特卡洛法的欧洲期权看涨价格程序；使用蒙特卡洛计算定积分；使用B-S公式计算期权价格。 ( Including: European call options price procedure using control variable Monte Carlo method and general Monte Carlo method using Monte Carlo calculation of definite integral use the B-S formula to calculate the price of option.)

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