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运用Halton sequence对亚洲期权进行定价

于 2022-12-03 发布 文件大小:1.15 kB
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代码说明:

程序可以生成资产价格路径图,并且对亚洲看涨和看跌期权进行定价,程序非常好用,还可以根据matlab代码修改得到相应的R语言程序,想了解期权定价的可以参考一下。

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