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期权隐含波动率计算的MATLAB程序

于 2022-03-16 发布 文件大小:1.45 kB
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代码说明:

应用背景应用此程序可以较为方便的获得隐含波动率的值关键技术利用MATLAB中的fsolve函数倒解BS模型得到隐含波动率

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