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haltom
- a program which creates N elements of an M dimensional Halton sequence and write them to a file. -a program which creates N elements of an M dimensional Halton sequence and write them to a file.
halton
- halton序列,产生低差异序列,用于拟蒙特卡罗模拟-halton series
亚洲期权定价
- 运用Halton sequence对亚洲期权进行定价的MATLAB程序,而且还可以仿真得到资产价格路径图。
