층화 표본의 옵션 가격 책정 방법의 브라운 브릿지 몬테 카를로 방법




File list:
HW5_ChengliangG
..............\debug
..............\.....\HW5_ChengliangG.exe
..............\.....\HW5_ChengliangG.ilk
..............\.....\HW5_ChengliangG.pdb
..............\HW5_ChengliangG
..............\...............\Debug
..............\...............\.....\AntiThetic.obj
..............\...............\.....\Arrays.obj
..............\...............\.....\BuildLog.htm
..............\...............\.....\ConvergenceTable.obj
..............\...............\.....\ExoticBSEngine.obj
..............\...............\.....\ExoticEngine.obj
..............\...............\.....\HW5_ChengliangG.exe.embed.manifest
..............\...............\.....\HW5_ChengliangG.exe.embed.manifest.res
..............\...............\.....\HW5_ChengliangG.exe.intermediate.manifest
..............\...............\.....\HW5_ChengliangG.obj
..............\...............\.....\MCStatistics.obj
..............\...............\.....\mt.dep
..............\...............\.....\Normals.obj
..............\...............\.....\Parameters.obj
..............\...............\.....\ParkMiller.obj
..............\...............\.....\PathDependent.obj
..............\...............\.....\PathDependentAsian.obj
..............\...............\.....\PayOff3.obj
..............\...............\.....\PayOffBridge.obj
..............\...............\.....\Random2.obj
..............\...............\.....\SimpleMC8.obj
..............\...............\.....\Vanilla3.obj
..............\...............\.....\vc80.idb
..............\...............\.....\vc80.pdb
..............\...............\HW5_ChengliangG.cpp
..............\...............\HW5_ChengliangG.vcproj
..............\...............\HW5_ChengliangG.vcproj.kasini-PC.kasini.user
..............\HW5_ChengliangG.ncb
..............\HW5_ChengliangG.sln
..............\HW5_ChengliangG.suo
Option Pricing
.............\debug
.............\.....\HW5.exe
.............\.....\HW5.ilk
.............\.....\HW5.pdb
.............\Option Pricing
.............\..............\Debug
.............\..............\.....\AntiThetic.obj
.............\..............\.....\Arrays.obj
.............\..............\.....\BuildLog.htm
.............\..............\.....\ConvergenceTable.obj
.............\..............\.....\ExoticBSEngine.obj
.............\..............\.....\ExoticEngine.obj
.............\..............\.....\HW5.exe
.............\..............\.....\HW5.exe.embed.manifest
.............\..............\.....\HW5.exe.embed.manifest.res
.............\..............\.....\HW5.exe.intermediate.manifest
.............\..............\.....\HW5.ilk
.............\..............\.....\HW5.pdb
.............\..............\.....\HW5_ChengliangG.obj
.............\..............\.....\MCStatistics.obj
.............\..............\.....\mt.dep
.............\..............\.....\Normals.obj
.............\..............\.....\Parameters.obj
.............\..............\.....\ParkMiller.obj
.............\..............\.....\PathDependent.obj
.............\..............\.....\PathDependentAsian.obj
.............\..............\.....\PayOff3.obj
.............\..............\.....\PayOffBridge.obj
.............\..............\.....\Random2.obj
.............\..............\.....\SimpleMC8.obj
.............\..............\.....\Vanilla3.obj
.............\..............\.....\vc80.idb
.............\..............\.....\vc80.pdb
.............\..............\AsianMonteCarlo.h
.............\..............\BrownianBridgePath.h
.............\..............\ddd.txt
.............\..............\ddd1.txt
.............\..............\GeometricAsianCF.cpp
.............\..............\GeometricAsianCF.h
.............\..............\HW5.ncb
.............\..............\HW5.sln
.............\..............\HW5.suo
.............\..............\HW5.vcproj
.............\..............\HW5.vcproj.kasini-PC.kasini.user
.............\..............\HW5_ChengliangG.cpp
.............\..............\MCbyStratify.h
.............\..............\mcsimple.h
.............\..............\PathDependentAsianGeometric.cpp
.............\..............\PathDependentAsianGeometric.h
.............\..............\Stratify.h
.............\HW5.ncb
.............\HW5.sln
.............\HW5.suo