中文说明:根据BS公式, Carlo模拟对欧式期权进行定价的源码。即使不是做期权定价的,该源码也是一个非常好的理解如何做Mente Carlo模拟的实例。 通过Mente
English Description:
According to BS formula, Carlo simulation of European option pricing source code. Even if it is not for option pricing, the source code is also a very good understanding of how to do Mende Carlo simulation examples. Through Mente