MATLAB在期权定价与随机过程中的应用

文件列表：
Algorithm1_LCG_RecursiveStruc.m
Algorithm2_Exponential_Inverse.m
Algorithm3_Acceptance_Rejection.m
Algorithm4_Box_Mueller.m
Algorithm5_Marsaglia_Bray.m
Algorithm6_GBM_EulerScheme.m
Algorithm7_GBM_EulerScheme_ITO_QuadraticMean.m
Algorithm8_EuOptions_AsianPayoff.m
Algorithm9_ EUOption_AsianPayoff_AntitheticVariates.m
Algorithm_10_EUOption_AsianPayoff_ControlVariates.m
Algorithm_11_IMPVOLANDCALIBRATIONmatrix.m
Algorithm_12_FTSEMIB_SABREULERBARRIER.m
EUOption_AsianPayoff_AntitheticVariates_Convergence.m
EUOption_AsianPayoff_AntitheticVariates_Different_mtrajectories.m
EUOption_AsianPayoff_ControlVariates_Graph.m
EuOptions_AsianPayoff_Convergence.m
EuOptions_AsianPayoff_Euler_ExactSolution.m
Implied volatility call FTSEMIB 19MAY21.xlsx
LCG_LAttice.m
Thesis_ALV_Finance.pdf
Thesis_ALV_MC_Methods_StocProc.pdf
Thesis_MC_Methods_StochasticProcesses_OptionPricing_ALV.pdf
market_data.xlsx

运行例图：



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