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asian_call_dw
- 用对偶法，给定2M条样本轨道，给出一个亚式看涨期权的价格-With the dual method, sample path of a given article 2M, given a price of Asian call option
basket
- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
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
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.
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
MonteCarlo
- 蒙特卡洛模拟的matlab代码，包括欧式、亚式期权定价，对偶变量法等-Monte Carlo simulation matlab code, including European, Asian option pricing, dual variable method
asian_option
- 亚式期权二叉树定价，最经典的算法！！！！！！！！！(Binary tree pricing of Asian Options)