Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Be the first to rate this file! 1 Download (last 30 days) File Size: 1.6 KB File ID: #39689 Version: 1.1
Price call and put options using Constant Elasticy of Variance model
02 Jan 2013 (Updated 24 Jan 2013)
An alternative to using Black and Scholes model is using Constant Elasticity of Variance model.