文件名称:American Options
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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 methods are compared.)
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| AMERICAN_OPTION_DATA.mat | 212407 | 2007-09-21 |
| AmericanOptCRR.m | 1864 | 2007-09-20 |
| AmericanOptFD.m | 2272 | 2007-08-16 |
| AmericanOptLSM.m | 2050 | 2007-08-16 |
| BlackScholesFcn.m | 313 | 2007-09-21 |
| CRRData.mat | 9121 | 2007-08-09 |
| Comparison_Script.m | 1684 | 2007-09-21 |
| Contents.m | 916 | 2007-09-21 |
| CreateFDPlot.m | 1197 | 2007-08-29 |
| FD_method.m | 5047 | 2007-09-06 |
| LSM_Plot.m | 18441 | 2007-09-20 |
| PlotCRRTree.m | 12154 | 2007-09-21 |
| ResultsGUI.fig | 3731 | 2007-08-24 |
| ResultsGUI.m | 4539 | 2007-08-16 |
| SetupFDMatrix.m | 831 | 2007-08-29 |
| TestGUI.fig | 3426 | 2007-09-06 |
| TestGUI.m | 3986 | 2007-09-06 |
| license.txt | 1526 | 2016-09-01 |
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