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Options for Swing Trading
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书名: Options for Swing Trading: Leverage and Low Risk to Maximize Short-Term Trading
作者: Michael C. Thomsett
出版日期: 2013
出版: PALGRAVE MACMILLAN
页数: 368
语言: 英语
Options tra ...
2019-1-15 15:44 - zhangke0987 - 投资人(实务版)
Swing Option Pricing
0 个回复 - 2392 次查看
Swing
option pricing is one of the most complicated
option pricing algorithm. Here my method is based on Jump-discussion with trionomial forest. The reference paper is: "Valuation of Commodity-Based S ...
2010-8-2 23:00 - selenaH - 金融工程(数量金融)与金融衍生品