中文说明: 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,IDW距离反比加权方法,DC-DC部分采用定功率单环控制,鲁棒性好,性能优越,计算多重分形非趋势波动分析,可以广泛的应用于数据预测及数据分析。
English Description:
By Monte Carlo simulation method for calculating the price of American options and basic description, IDW inverse distance weighting, DC-DC part with constant power single loop control, good robustness, superior performance, by calculating the multifractal detrended fluctuation analysis of, can be widely used in data pre measurement and data analysis.