Branch—and—Price
Branch—and—Price，一种广义分枝定界或分枝定界的扩展算法，它允许列生成过程应用于整个分枝定界树...
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查看全部50个资源 »a simple socket price updater
a simple socket price updater...
Price the American put option via Monte carlo simulation and the LSM
Price the American put option via Monte carlo simulation and the LSM...
An example case is considered to price an option at a maturity of T years - prices are simulated for
An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity...
it s a code for calculator the price of a machine which have a lot of parts.
it s a code for calculator the price of a machine which have a lot of parts....
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