Pricing American Options

Version 1.0.0.1 (244 KB) by Mark Hoyle
Examples of pricing American options using MATLAB®
4.0
(3)
9.6K Downloads
Updated 1 Sep 2016

View License

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

Cite As

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

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Financial Toolbox in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.1

Updated license
1.0.0.0