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H_KL_iid
- Heston金融模型中European Call Option的定价,使用欧拉方法-Prcing European Call option under the Heston Model. Using Euler Scheme.
Trinomial_Call
- 欧式看涨期权三叉树模型的实现,以及障碍期权的运用(The implementation of the trinomial model to the European call option The implementation of a barrier to the European call and out option)