Price the American put option via Monte carlo simulation and the LSM
资源简介:Price the American put option via Monte carlo simulation and the LSM
上传时间: 2014-01-12
上传用户:许小华
资源简介:MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
上传时间: 2014-11-30
上传用户:shus521
资源简介:Free C++ toolkit to facilitate Monte-Carlo simulation. This is a library covered under the LGPL. "MCS-libre" stands for "Monte Carlo Simulation - libre". Documentation and examples are provided. 这是一个免费的用于简化Monte-Carlo模拟的C++...
上传时间: 2013-12-06
上传用户:671145514
资源简介:A Monte-Carlo Maplet for the Study of the Optical Properties of Biological Tissues
上传时间: 2014-01-09
上传用户:liansi
资源简介:This a matlab code that simulate the monte-carlo simulation of using 16-QAM with OFDM system under AWGN case.
上传时间: 2013-12-14
上传用户:yangbo69
资源简介:A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces
上传时间: 2014-01-20
上传用户:hphh
资源简介:Monte Carlo method in the courseware, very carefully! Monte-Carlo simulation method is pretty good in, we quickly under.
上传时间: 2017-01-25
上传用户:lz4v4
资源简介:monte carlo simulation
上传时间: 2015-11-01
上传用户:z754970244
资源简介:MATLAB金融应用的程序:Monte Carlo Simulation Spread Options 转载
上传时间: 2013-11-28
上传用户:lanjisu111
资源简介:Monte Carlo simulations and statistical analysis with simulated wideband signals.
上传时间: 2016-09-18
上传用户:dianxin61