中文说明:利用最小二乘算法实现对三维平面的拟合,Pisarenko谐波分解算法,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,处理信号的时频分析,matlab程序运行时导入数据文件作为输入参数,已经调试成功.内含m文件,可直接运行。
English Description:
Of three-dimensional plane fitting using least squares algorithm, Pisarenko harmonic decomposition algorithm and Monte Carlo simulation method calculation of American option price and basic description, signal processing of frequency analysis, matlab program is running into data files as input parameters, has been successful debugging. Contains M documents, can be directly run.