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- 在进行利用蒙地卡罗方法进行期权定价的时候，我们有很多减小方差的方法，下面是其中的两种。-During the use of Monte Carlo methods for option pricing, we have a lot of variance reduction method, the following two.
fixed_Asiancall_arith
- 用于计算新发行的固定交割价亚式期权的定价（采用算术平均数）-To calculate the newly-issued fixed strike Asian option price
Newly_Am_put
- 用于计算新发行的美式期权的价格，采用的是二叉树方法-To calculate newly-issued American option using CRR BTM method
NotNewly_Am_put
- 用于计算非新发行的美式期权的定价，采用二叉树方法-To calculate the not newly-issued American option price using CRR BTM method
fixed_lookback_call
- 用于计算非新发行的欧式固定交割价的回看看涨期权-To calculate the not newly-issued European fixed strike lookback call option
FD_ids_amput
- 用于计算美式看跌期权，采用的是全隐式取点算法-To calculate American put option using fully implicit finite difference scheme
Monto
- 蒙特卡洛模拟在高新技术企业估值中的应用，实物期权的方法-Monte Carlo simulation ，company valution
Option-pricing
- 关于期权定价的matlab实例运用，还有有关的excel表格-About option pricing instance using matlab and excel spreadsheets
LatticeEur-Put-and-Call-option
- 欧式看涨和看跌期权价格的二叉树求解以及平价法则的验证.-European call and put option prices binary tree solving and verification of the parity law.
LatticeAmePut
- 美式看跌期权二叉树算法的matlab程序实现方式m文件-American put option binary tree algorithm
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
AssetPriceEuropeanCallOption
- matlab欧式看涨期权定价，内附有两种代码算法，适合matlab初学者-the matlab European call option pricing
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
cubic_error
- 无网格方法，对期权定价方程Black-Scholes公式进行离散，然后求数值解，效果很好-meshless method
CRR_Asian
- 亚式期权的二叉树及三叉树算法。很容易改编为其他的强路径依赖期权代码。-Asian option binary and ternary tree algorithms. Easily adapted for other strong path-dependent option code.
4444
- 南加州大学期权定价模型课程MATLAB模型范例-Option Pricing from University of Southern California
pricing-code
- 各式期权的定价方法，使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
Greeks_matlab
- 彩虹期权 及Greeks的计算，无偏估计，包含2个资产-Rainbow options and Greeks calculations unbiased estimator contains two assetsia
yinghao
- 银行十年期固定利率贷款隐含期权蒙特卡罗模拟定价程序，具有很好的运行结果-Ten-year fixed-rate bank loans Monte Carlo simulation embedded option pricing procedures, with good operating results
apt
- 期权定价 欧式期权带红利的离散跳过程的欧式期权定价-option pricing