Explore MATLAB source code curated for "欧式期权" with clean implementations, documentation, and examples.
Monte Carlo simulation is used to calculate European option pricing, offering reasonable accuracy at the cost of significant computational time. This method involves generating multiple random price paths to estimate the option's expected value.
Source code implementing Monte Carlo simulation for European option pricing according to the Black-Scholes model, featuring random path generation and statistical averaging methods. This serves as an excellent educational example for understanding Monte Carlo simulation techniques, including random number generation, path simulation, and convergence analysis.