replicationofbarriers
所属分类：金融证券系统
开发工具：matlab
文件大小：525KB
下载次数：99
上传日期：2008-08-27 10:09:47
上 传 者：
zmyat
说明： 用matlab实现障碍期权的复制，并以此给障碍期权定价
(Matlab realize with a copy of barrier options and barrier options as to the pricing)
文件列表:
Static replication of vanilla barriers - thesis - Shivum Patel (0, 2008-06-13)
Static replication of vanilla barriers - thesis - Shivum Patel\CarrChou.m (882, 2006-12-18)
Static replication of vanilla barriers - thesis - Shivum Patel\CEVFDS.m (1494, 2006-12-18)
Static replication of vanilla barriers - thesis - Shivum Patel\CEVprice.m (1793, 2006-12-18)
Static replication of vanilla barriers - thesis - Shivum Patel\DEKCEV.m (1055, 2006-12-27)
Static replication of vanilla barriers - thesis - Shivum Patel\Desktop_.ini (9, 2007-02-14)
Static replication of vanilla barriers - thesis - Shivum Patel\How to run.txt (908, 2006-12-27)
Static replication of vanilla barriers - thesis - Shivum Patel\Thesis Shivum Patel - Static Replication Methods in barrier.pdf (652586, 2006-12-18)
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