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Matlab期权蒙特卡洛定价

于 2022-01-25 发布 文件大小:4.58 kB
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代码说明:

%% Pricing a Call with No Arbitrage %% Binomial Trees %% Find the Call Price using Backward Induction %% Visualize Convergence to BS Call Price %% Investigating Call Prices for Different Strikes

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