As well as separately simulation makes the improvement to the Binomial Trees and Monte the Carlo, after the improvement algorithm no matter is the undulation scope or the convergence rate and the precision all has the distinct enhancement.
以及分别对二叉树模型和Monte Carlo模拟进行改进,改进后的算法不管是波动的幅度还是收敛速度和精度都有明显的提高。
参考来源 - 列维过程下期权定价的数值方法研究和分析·2,447,543篇论文数据,部分数据来源于NoteExpress
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