中文说明: 包括主成分分析、因子分析、贝叶斯分析,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,仿真效果非常好,已调制信号计算其普相关密度,从先验概率中采样,计算权重,连续相位调制信号(CPM)产生。
English Description:
Include principal component analysis, factor analysis, Bayesian analysis, Monte Carlo simulation method to calculate the price of the American option and basic description and simulation effect is very good, has modulated signal calculation relative density of its universal, sampled from the prior probability, weight calculation, continuous phase modulation (CPM).