南京信息工程大学学报Issue(2)：125-132,8.
金融领域的随机建模与基于软件R的Monte Carlo模拟（2）：Cox-Ross-Rubinstein模型
Stochastic modelling in financeand Monte Carlo simulations with R. Part B:Cox-Ross-Rubinstein model
摘要
Abstract
The key aim of this serial articles is to study various stochastic models in finance with emphasis on the Monte Carlo simulations with R for these models.This paper studies the Cox⁃Ross⁃Rubinstein (CRR) model and the generalized CRR model.Moreover,this paper discusses how to perform Monte Carlo simulations on the asset price and to obtain the approximate values of options.关键词
CRR模型/Monte Carlo模拟/期权定价/二项分布Key words
the CRR model/Monte Carlo simulations/option value/binomial distribution分类
管理科学引用本文复制引用
毛学荣,李晓月..金融领域的随机建模与基于软件R的Monte Carlo模拟（2）：Cox-Ross-Rubinstein模型[J].南京信息工程大学学报,2015,(2):125-132,8.基金项目
国家自然科学基金 （）
