12. Suppose S0 = 100, r = 0:06, s = 0:4 and _ = 0. Use Monte Carlo (in R or
C++ orwhatever programming language you prefer) to compute prices for claims that pay
the following:
1. 1.S1的平方
2. 2.根号下S1
3. 3.S1的负二次方。。
谢 谢谢!!
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楼主: zybys
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求助一道Monte Carlo 作业!!谢谢谢谢! |
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