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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_option
- 亚式期权二叉树定价,最经典的算法!!!!!!!!!(Binary tree pricing of Asian Options)