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matlab 最小二乘蒙特卡罗（LMS）美式期权定价

于 2020-11-25 发布

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下载积分: 1 下载次数: 15

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代码说明：

说明：用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)

文件列表：

AmericanOption.m, 2346 , 2020-02-15
LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf, 756774 , 2020-02-15
main_script.m, 747 , 2020-02-15
mcAoption.m, 1446 , 2020-02-15
simulatePath.m, 262 , 2020-03-31
关于最小二乘蒙特卡洛模拟法在美式期权定价中的应用.xdf, 903789 , 2020-02-21
基于最小二乘蒙特卡罗模拟方法的豆粕期货期权定价实证研究.pdf, 3212567 , 2020-02-15
美式期权定价的最小二乘蒙特卡罗方法及其改进模型.nh, 3610715 , 2020-02-15

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