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Matlab代码sqrt
SFM10Halton_priAsiopt
通过应用Halton序列对亚洲期权定价
SFM10Halton_priAsiopt
Name
of
Quantlet
:
SFM10Halton_priAsiopt
Published
in
:
Statistics
of
Financial
Markets
Description
:
'
Generates
and
plots
multiple
asset
paths
and
prices
Asian
Call
and
Put
options
by
applying
the
random
numbers
generated
from
the
Halton
sequence
'
Keywords
:
'
plot,
graphical
representation,
simulation,
option-price,
call,
put,
random-number-generation,
geometric-brownian-motion,
monte-carlo
'
Author
:
Xu
Yunkun
Auth