- Category:
- matlab
- Tags:
-
- File Size:
- 245kb
- Update:
- 2019-04-27
- Downloads:
- 1 Times
- Uploaded by:
- 西可可
Description: Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These methods are compared.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| AMERICAN_OPTION_DATA.mat | 212407 | 2007-09-21
|
| AmericanOptCRR.m | 1864 | 2007-09-20
|
| AmericanOptFD.m | 2272 | 2007-08-16
|
| AmericanOptLSM.m | 2050 | 2007-08-16
|
| BlackScholesFcn.m | 313 | 2007-09-21
|
| CRRData.mat | 9121 | 2007-08-09
|
| Comparison_Script.m | 1684 | 2007-09-21
|
| Contents.m | 916 | 2007-09-21
|
| CreateFDPlot.m | 1197 | 2007-08-29
|
| FD_method.m | 5047 | 2007-09-06
|
| LSM_Plot.m | 18441 | 2007-09-20
|
| PlotCRRTree.m | 12154 | 2007-09-21
|
| ResultsGUI.fig | 3731 | 2007-08-24
|
| ResultsGUI.m | 4539 | 2007-08-16
|
| SetupFDMatrix.m | 831 | 2007-08-29
|
| TestGUI.fig | 3426 | 2007-09-06
|
| TestGUI.m | 3986 | 2007-09-06
|
| license.txt | 1526 | 2016-09-01 |
Download