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- 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
acpricecn
- finite difference method with Crank-Nikolson approach(SOR) for American call option
Ap
- Price the American put option via Monte carlo simulation and the LSM
VGFiniteDiff
- American Option Pricing in Variance Gamma using Finite Difference
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
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
American Options
- 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