中文说明: 用ADI方法解决heston模型 以European vanilla call 为例子 详细解决了海森模型的定价问题 具有极高的价值
English Description:
Using ADI method to solve Heston model European vanilla call for examples Detailed model solves haisen pricing issues Has a very high value关注次数: 402
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中文说明: 用ADI方法解决heston模型 以European vanilla call 为例子 详细解决了海森模型的定价问题 具有极高的价值
English Description:
Using ADI method to solve Heston model European vanilla call for examples Detailed model solves haisen pricing issues Has a very high value