Binomial Method to Price and Plot an American Put Option
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업데이트 날짜: 2016/2/3
The code will plot the binomial tree for both share price (S) and option value (P) when the number of steps in the binomial tree is not more than 100. For accurate results, use a large number of steps, and set the plotting option to 0.
Haidar Haidar (2023). Binomial Method to Price and Plot an American Put Option (https://www.mathworks.com/matlabcentral/fileexchange/55229-binomial-method-to-price-and-plot-an-american-put-option), MATLAB Central File Exchange. 검색됨 .
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- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Equity Derivatives >
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