[资源介绍]
GitHub - jkirkby3/PROJ_Option_Pricing_Matlab: Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader - jkirkby3/PROJ_Option_Pricing_Matlab
- PROJ_Option_Pricing_Matlab - 量化期权定价 - 奇异/普通:障碍、亚式、欧洲、美国、巴黎、回溯、克莱奎特、波动率互换、摇摆、提前开始、阶梯、衰减