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blsmodel

于 2020-06-17 发布 文件大小:1KB
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下载积分: 1 下载次数: 2

代码说明:

  利用bls bjs 等模型计算期权隐含波动率(calculate the implied vol using bls/bjs model)

文件列表:

blsbjsModel.m, 1989 , 2019-08-12
ForecastSigma.m, 284 , 2019-08-12

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