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antithetic-monte-carlo

于 2012-04-01 发布 文件大小:516KB
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代码说明:

  应用蒙特卡洛的方法为欧式看涨期权定价。同时,该程序是应用对偶方法进行模拟的。(pricing european call option with antithetic method in monte carlo)

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