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: 390
下载次数: 0
文件大小: 1.95 kB
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