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,MinkowskiMethod算法 ,采用热核构造权重,信号维数的估计,用MATLAB实现的压缩传感,结合PCA的尺度不变特征变换(SIFT)算法。
English Description:
Using Monte Carlo simulation method to calculate the price and basic description of American options, Minkowski method algorithm, using hot core to construct weight, signal dimension estimation, compressed sensing realized by MATLAB, combined with PCA scale invariant feature transform (SIFT) algorithm.