sas試題課筆記三-資料下載頁
2025-06-07 13:38本頁面
【正文】 C_T=max(s_2018,0)。E_C_T+C_T。average_C_T=E_C_T/_n_。X= average_C_T*exp(*1)。run?！锏诙}〓data 。array s(0:20) s_0s_20。do i=1 to 1000。s_0=。do j=0 to 19。s(j+1)=s(j)*exp((**2/2)*+*sqrt()*rannor(0))。end。output。end。drop i j。run。data 。set 。if min(of s_1s_20)15 then value=(18 min(of s_1s_20))*exp(*1)?！镞@里不確定value中所用的t值是否應(yīng)為1〓if min(of s_1s_20)=15 then value=0。run?！铩锢蠋煹拇鸢浮颽)〓data 。array S(0:20) S_0S_20。do i=1 to 1000。S_0=。do j=0 to 19。S(j+1)=S(j)*exp((**2/2)*+*sqrt()*rannor(0))。 end。output。end。drop i j。run。data ex3_5_2。set ex3_5_1。keep aver_1 c_end sumc Ec value。aver_1=mean(of S_0S_20)。c_end=max(aver_118,0)。sumc+c_end。Ec=sumc/_n_。value=Ec*exp(*1)。run?！颾)〓data ex3_5_3。set ex3_5_1。array S(0:20) S_0S_20。 do j=0 to 20。if S(j)=15 then leave。end。if j=21 then value=0。else do。payoff=18S(j)。value=payoff*exp(*j*)。end。drop j payoff。run。data ex3_5_3。set ex3_5_3 nobs=n。sum+value。average=sum/_n_。if _n_=n。keep S_0 average。run。
教學(xué)教案相關(guān)推薦
鄂ICP備17016276號(hào)-1