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finace-binary-tree
- 用MATLAB实现金融数学中,关于期权二叉树的算法,非常经典,是我大三时,帮大四的师兄写的-Using MATLAB to achieve financial mathematics, the binary tree algorithm on the options, very classic, is my third time to help write a senior senior
perceptron
- 感知器 算法训练二元线性分类器。结构体数据使用感知器学习规则 找到给定的二分类标签数据超平面。 -PERCEPTRON Perceptron algorithm to train binary linear classifier. Synopsis: model = perceptron(data) model = perceptron(data,options) model = perceptron(data,options,init
LATTICE-EUR-AMR--CALL
- 基于二叉树定价原理的对于美式看涨期权和欧式看涨与看跌期权的模拟-Analog for the American call option and the European call and put options based on binary tree pricing
American Options
- 用多种方法求解美式期权定价问题,其中包括二叉树方法,有限差分法,最小二乘蒙特卡洛模拟法(LSM法),并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These
asian_option
- 亚式期权二叉树定价,最经典的算法!!!!!!!!!(Binary tree pricing of Asian Options)