Pricing American Options

버전 1.0.0.1 (244 KB) 작성자: Mark Hoyle

Examples of pricing American options using MATLAB®

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다운로드 수: 9.7K

업데이트 날짜: 2016/9/1

라이선스 보기

A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"
Including:
* GUI for pricing an options via CRR tree
* Script for priocing via Finitie differences
* GUI for pricing via the Monte Carlo method of Longstaff and Schwartz
* Functions to implement all three methods

인용 양식

Mark Hoyle (2024). Pricing American Options (https://www.mathworks.com/matlabcentral/fileexchange/16476-pricing-american-options), MATLAB Central File Exchange. 검색됨 2024/7/26.

MATLAB 릴리스 호환 정보

개발 환경: R2007a

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줌: American put option pricing, American option pricing

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버전	게시됨	릴리스 정보
1.0.0.1	2016/9/1	Updated license	다운로드
1.0.0.0	2007/9/20		다운로드