American Option Prices and the Optimal Exercise Boundary: All Files - File Exchange

Code covered by the BSD License

from American Option Prices and the Optimal Exercise Boundary by Bram van den Broek
This demo computes American option prices and the corresponding optimal exercise boundary

All files for American Option Prices and the Optimal Exercise Boundary
/AmericanOption.m /AmericanOptionDemo.m /FreeBoundary.m /license.txt