MonteCarlo simulations to the Libor Market Model by MATLAB 1 个回复 - 3143 次查看
Apply MonteCarlo simulations to the Libor Market Model stochastic differential equation to model the expected value of a three-month spot rate 10 years from now!
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f = repmat(0.05,4 ...2011-4-30 04:23 - mrchild - 投资人(实务版)
用最小二乘法MonteCarlo仿真 Matlab 求解美式看跌期权 0 个回复 - 1394 次查看
请问各位大神,如何用最小二乘法数值估计美式看跌期权的价格?作业要求用matlab 蒙特卡洛仿真做:
Use the least-squares approach to estimate numerically the price of the American put option written on the ...2016-12-24 18:10 - yilu0574 - 经济金融数学专区