[{"title":"( 11 个子文件 179KB ) black-scholes-pde:用于对金融衍生产品定价的MATLAB代码。 使用有限差分方法来求解Black Scholes方程的修改版本。 这些修改允许考虑股息和美式期权-源码","children":[{"title":"black-scholes-pde-master","children":[{"title":"images","children":[{"title":"example.jpg <span style='color:#111;'> 96.68KB </span>","children":null,"spread":false},{"title":"difference_nofbc.jpg <span style='color:#111;'> 36.57KB </span>","children":null,"spread":false},{"title":"difference_blsprice.jpg <span style='color:#111;'> 29.43KB </span>","children":null,"spread":false},{"title":"difference_binprice.jpg <span style='color:#111;'> 26.95KB </span>","children":null,"spread":false}],"spread":true},{"title":"black_scholes_naive_explicit.m <span style='color:#111;'> 981B </span>","children":null,"spread":false},{"title":"black_scholes_naive_implicit.m <span style='color:#111;'> 1015B </span>","children":null,"spread":false},{"title":"payoff.m <span style='color:#111;'> 116B </span>","children":null,"spread":false},{"title":"sanity_check.m <span style='color:#111;'> 2.74KB </span>","children":null,"spread":false},{"title":"black_scholes_cov_explicit.m <span style='color:#111;'> 1.73KB </span>","children":null,"spread":false},{"title":"README.md <span style='color:#111;'> 2.82KB </span>","children":null,"spread":false},{"title":"example.m <span style='color:#111;'> 913B </span>","children":null,"spread":false}],"spread":true}],"spread":true}]