didactic
所属分类：3D图形编程
开发工具：Visual C++
文件大小：5KB
下载次数：2
上传日期：2012-07-13 17:55:58
上 传 者：
dangligedang
说明： 这套M-文件的目的是在一个简单的方法适用于不同计划的行为表明，解决基站
(This set of M-files is intended to show in an easy way the behavior of different schemes applied to solve B-S
differential equations)
文件列表:
BlScholescnv2.m (1892, 2005-03-07)
BlScholesimplv2.m (1774, 2005-03-07)
BlScholesv2.m (1645, 2005-03-07)
findprice.m (513, 2005-02-27)
greeks.m (106, 2005-02-28)
license.txt (1333, 2009-05-20)
showvideo.m (387, 2005-03-07)
This set of M-files is intended to show in an easy way the behavior of different schemes applied to solve B-S
differential equations The functions are:
BlScholesv2 -> The explicit scheme
BlScholesimplv2 -> The implicit scheme
BlScholescnv2 -> Crank - Nicolson scheme
showvideo -> Plots a video of the whole process.
An example of the parameters would be:
>> v=BlScholesv2(.025, .03, 90, 2, 100, .18, 100, 400);
Warning: As it is well known, the explicit scheme can show some examples of unstability, for instance if Nx is
too big compared to Nt, the system will not converge
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