中文说明: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,一种基于多文档得图像合并技术,matlab开发工具箱中的支持向量机,PLS部分最小二乘工具箱,是小学期课程设计的题目,使用拉亚普诺夫指数的公式。
English Description:
Using Monte Carlo simulation method to calculate the price of American options and basic description, based on document images merging technique development Toolbox of MATLAB support vector machine, PLS partial least squares Toolbox, is a semester course design for small topics, use the layapunuofu index formula.