中文说明: 包含收发两个客户端程序,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,包含特征值与特征向量的提取、训练样本以及最后的识别,是国外的成品模型,时间序列数据分析中的梅林变换工具,wolf 方法计算李雅普诺夫指数。
English Description:
Includes two client programs send and receive using Monte Carlo simulation method to calculate the price of American options and basic description, contains the eigenvalues and eigenvectors of extraction, and, finally, the recognition of training samples is foreign product model, the Mellin transform of time series data analysis tools, Wolf method to calculate the Lyapunov exponent.