Trinomial
所属分类:matlab编程
开发工具:matlab
文件大小:4KB
下载次数:40
上传日期:2012-06-09 14:54:38
上 传 者:
rayxu731
说明: 基于三叉树的期权定价模型,包括路径依赖型,向下敲出期权等奇异期权
(Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options)
文件列表:
Trinomial.m (1491, 2012-05-27)
TrinomialIP.m (2033, 2012-05-28)
TrinomialPath.m (1798, 2012-05-27)
BinomialEuro.m (827, 2012-05-28)
TriAmcalldownout.m (1238, 2012-06-07)
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