中文说明:应用背景可转债的多期复合期权定价,方法为有限差分法,应用MATLAB实现关键技术应用多期复合期权定价可转债的MATLAB程序,模型原型为文章《可转换公司债券复合期权定价方法》
English Description:
Application backgroundMulti period compound option pricing of convertible bonds, the method is the finite difference method, and the application of MATLAB is realized.Key TechnologyThe MATLAB program of the multi period Compound Option Pricing Convertible Bond, the model prototype is the article "the compound option pricing method of the Switching Company"