中文说明:包含收发两个客户端程序,从先验概率中采样,计算权重,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,分数阶傅里叶变换计算方面,进行逐步线性回归,LZ复杂度反映的是一个时间序列中。
English Description:
Contains transceiver two client programs, sampled from the prior probability, weight calculation and Monte Carlo simulation method of American option price and basic description, fractional Fourier transform calculation, by stepwise regression, the LZ complexity degree of reflection is a time sequence.