In recent years, there has been a growing interest in research on nonlinear phenomena in economic and financial theory. With nonlinear serial dependence playing a significant role in the returns of many financial time series, this makes security valuation and pricing very important, leading to an increase in studies on the nonlinear modeling of financial products.
Practitioners in the financial industry use nonlinear models to forecast volatility,
本文探讨了金融领域中非线性现象的研究兴趣,特别是非线性模型在证券估值和定价中的重要性。介绍了Black-Scholes模型、马尔可夫区制转移模型等非线性模型,并讨论了寻找根的算法,如增量搜索、二分法、牛顿法和割线法。同时,提到了SciPy库在求解非线性问题中的应用。
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