3D Plot for Greeks

Version 1.2.0.0 (2.69 KB) by Rodolphe Sitter
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call
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2.4K Downloads
Updated 9 Dec 2008

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The file creates a GUI interface. You can select a Greek from the pop-up menu, then click one of the plot-type push buttons to visualize it as a surface, a mesh or a 2D image

Cite As

Rodolphe Sitter (2024). 3D Plot for Greeks (https://www.mathworks.com/matlabcentral/fileexchange/22336-3d-plot-for-greeks), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
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Acknowledgements

Inspired by: Kernel Smoothing Regression

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Version Published Release Notes
1.2.0.0

added rho
1.1.0.0

updates
1.0.0.0