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- 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
TrinomialAmerican
- 三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
binomial-option-pricing-matlab
- 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
americanCI_bondfor-Vasicek-model
- American option pricing in Vasick model
European_lattice_put
- 美式看跌期权和欧式看跌期权二叉树路径模拟，绝对正确-American and European put option put option binary path simulation, absolutely right
12-10
- 美式期权的买方可以在到期日或之前任一交易日提出执行。用matlab计算美式看涨期权。-COMPUTE AMERICAN OPTION USING MATLAB
spread_am
- 美式看涨价差及看跌价差期权的二叉树定价matlab代码-matlab code of american call and put spread option
kw065
- For feature reduction, feature fusion, correlation analysis, Is the topic of the elementary school stage curriculum design, Monte Carlo simulation method of calculating the American option price and basic descr iption.