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[matlab例程] Heston
说明:Heston Model option pricings and comparison-Compares the option prices obtained using the analytical Heston formula (1993) and the FFT method (Carr-Madan formula via FFT+ Simpson s, Carr-Madan using adaptive Gauss-Kronrod quadrature, and Lipton s fo<陈彦> 在 2025-10-19 上传 | 大小:8kb | 下载:0