中文说明:
有井曲线作为输入可计算其地震波的衰减,ML法能够很好的估计信号的信噪比,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。
English Description:
Well curve can be used as input to calculate the attenuation of seismic wave. ML method can well estimate the signal-to-noise ratio of signal. Monte Carlo simulation method is used to calculate the price and basic description of American option.