function?[P?aux?CI]?=?AsianMC（S0KrTsigmaNSamplesNRepl）
Payoff?=?zeros（NRepl1）;
for?i=1:NRepl
???Path=AssetPaths（S0rsigmaTNSamples1）;
???Payoff（i）?=?max（0?mean（Path（2:（NSamples+1）））?-?K）;
end
[PauxCI]?=?normfit（?exp（-r*T）?*?Payoff）;
end

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2018-12-04?12:29??期權定價模型與數值方法\
?????目錄???????????0??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\
?????文件???????28276??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\1.例10.1-checkpoint.ipynb
?????文件????????2971??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\10歐式期權蒙特卡羅模擬-checkpoint.ipynb
?????文件????????1460??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\11MC模擬方法計算歐式看漲期權價格（對偶法）-checkpoint.ipynb
?????文件????????1541??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\12例10.7-checkpoint.ipynb
?????文件????????1561??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\13MC模擬下跌敲出看跌期權價格-checkpoint.ipynb
?????文件????????2193??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\14亞式期權蒙特卡洛模擬（例10.8）-checkpoint.ipynb
?????文件????????1914??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\2.例10.2-checkpoint.ipynb
?????文件???????16064??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\3.blsprice_Vol-checkpoint.ipynb
?????文件????????1917??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\4.例10.3-checkpoint.ipynb
?????文件???????87258??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\5.例10.3分析期權delta與標的資產價格、剩余期限的關系-checkpoint.ipynb
?????文件????????2514??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\6.TestImpliedVolatility測試隱含波動率-checkpoint.ipynb
?????文件???????23544??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\7.VolatilityPrice-checkpoint.ipynb
?????文件????????1654??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\8隱含波動率的計算-checkpoint.ipynb
?????文件????????3177??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\9二叉樹模型的計算-checkpoint.ipynb
?????文件????????2739??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\binpricetest-checkpoint.ipynb
?????文件????????1504??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\blsDeltaTest-checkpoint.ipynb
?????文件????????1444??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\blsimpvtest-checkpoint.ipynb
?????文件????????1444??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\blsimpvtest2-checkpoint.ipynb
?????文件????????1524??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\blspriceTest-checkpoint.ipynb
?????文件???????90675??2018-12-04?12:29??期權定價模型與數值方法\.ipynb_checkpoints\delta_price_time-checkpoint.ipynb
?????文件???????28276??2018-12-04?12:29??期權定價模型與數值方法\1.例10.1.ipynb
?????文件????????2971??2018-12-04?12:29??期權定價模型與數值方法\10歐式期權蒙特卡羅模擬.ipynb
?????文件????????1460??2018-12-04?12:29??期權定價模型與數值方法\11MC模擬方法計算歐式看漲期權價格（對偶法）.ipynb
?????文件????????1541??2018-12-04?12:29??期權定價模型與數值方法\12例10.7.ipynb
?????文件????????1561??2018-12-04?12:29??期權定價模型與數值方法\13MC模擬下跌敲出看跌期權價格.ipynb
?????文件????????2193??2018-12-04?12:29??期權定價模型與數值方法\14亞式期權蒙特卡洛模擬（例10.8）.ipynb
?????文件????????1914??2018-12-04?12:29??期權定價模型與數值方法\2.例10.2.ipynb
?????文件???????16064??2018-12-04?12:29??期權定價模型與數值方法\3.blsprice_Vol.ipynb
?????文件????????1917??2018-12-04?12:29??期權定價模型與數值方法\4.例10.3.ipynb
............此處省略30個文件信息