使用VBA给欧式期权定价,采用Merton's (1976) jump- diusion model 3 个回复 - 2004 次查看
有一个VBA project想要求助大家~
要求是
Pricing European options by means of the closed-form of Merton's (1976) jump-diusion model and by Monte Carlo methodology whereas the underlying stock price dy ...2014-11-8 18:04 - hfghjkhfghjk - 悬赏大厅