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VarReduction

于 2014-12-08 发布 文件大小:4KB
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代码说明:

  多种方差减小蒙特卡洛法计算期权的程序,程序对学习蒙特卡洛很有帮助!(Various variance reduction Monte C Lofa option calculation procedures, procedures for the Monte Carlo learning very helpful!)

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