代码搜索：PATH
找到约 10,000 项符合「PATH」的源代码
代码结果 10,000
www.eeworm.com/read/466942/7023991
m geometricasianmc.m
% AsianMC.m
function [P,CI] = AsianMC(S0,X,r,T,sigma,NSamples,NRepl)
Payoff = zeros(NRepl,1);
for i=1:NRepl
Path=AssetPaths(S0,r,sigma,T,NSamples,1);
Payoff(i) = max(0, (prod(Path(2:(NSampl
www.eeworm.com/read/466942/7024008
m trygbmasianhalton.m
function P = AsianHalton(S0,K,r,T,sigma,NSamples,NRepl,Limit)
Payoff = zeros(NRepl,1);
Path=GBMHaltonBridge(S0,r,sigma,T,NSamples,NRepl,Limit);
PercErrors3 = CheckGBMPaths(S0, r, sigma, T, Path);
www.eeworm.com/read/466942/7024010
m asianhalton.m
function P = AsianHalton(S0,K,r,T,sigma,NSamples,NRepl)
Payoff = zeros(NRepl,1);
Path=HaltonPaths(S0,r,sigma,T,NSamples,NRepl);
Payoff = max(0, mean(Path(:,2:(NSamples+1)),2) - K);
P = mean( exp(-
www.eeworm.com/read/466942/7024011
m doputmc.m
function [P,CI,NCrossed] = DOPutMC(S0,K,r,T,sigma,Sb,NSteps,NRepl)
% Generate asset paths
[Call,Put] = blsprice(S0,K,r,T,sigma);
Payoff = zeros(NRepl,1);
NCrossed = 0;
for i=1:NRepl
Path=Asse
www.eeworm.com/read/466942/7024035
m tryasianhaltonbridge.m
function P = TRYAsianHaltonBridge(S0,K,r,T,sigma,NSamples,NRepl,Limit)
Payoff = zeros(NRepl,1);
Path=TRYGBMHaltonBridge(S0,r,sigma,T,NSamples,NRepl,Limit);
Payoff = max(0, mean(Path(:,2:(NSamples+1
www.eeworm.com/read/466942/7024050
m deltahedging.m
function P = DeltaHedging(S0,K,mu,sigma,r,T,Paths)
[NRepl,NSteps] = size(Paths);
NSteps = NSteps - 1;
Cost = zeros(NRepl,1);
CashFlows = zeros(1,NSteps+1);
dt = T/NSteps;
DiscountFactors = exp(-
www.eeworm.com/read/466942/7024053
m asianhaltonbridge.m
function P = AsianHaltonBridge(S0,K,r,T,sigma,NSamples,NRepl,Limit)
Payoff = zeros(NRepl,1);
Path=GBMHaltonBridge(S0,r,sigma,T,NSamples,NRepl,Limit);
Payoff = max(0, mean(Path(:,2:(NSamples+1)),2)
www.eeworm.com/read/466944/7024128
java fig10_53.java
public class Fig10_53
{
/* START: Fig10_53.txt */
public static final int NOT_A_VERTEX = -1;
/**
* Compute all-shortest paths.
* a[ ][ ] contains the