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MonteCarloAsianCallOptions
- 蒙特卡罗法计算亚式期权中的PutOptions-MonteCarlo Method to compute Asian Options with Put Options
MonteCarloAsianPut
- 蒙特卡罗法计算亚式期权中的PutOptions-MonteCarlo Method with Asian Put Options
TurnbullWakeman
- Pricing asian options
basket
- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
asian
- 运用二叉树对欧式看涨亚式期权的定价，详细说明-Use binary European call for Asian options pricing
asian_option
- 亚式期权二叉树定价，最经典的算法！！！！！！！！！(Binary tree pricing of Asian Options)