Pricing American Options

版本 1.0.0.1 (244.0 KB) 作者: Mark Hoyle
Examples of pricing American options using MATLAB®
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更新时间 2016/9/1

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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

引用格式

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

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版本 已发布 发行说明
1.0.0.1

Updated license
1.0.0.0