Valuing American Put Options by Simulation: Early Exercise Boundary Approach

Version 1.0.0.0 (5.36 KB) by Nattapong Kongmuang
Valuing American Put Options by Simulation: Early Exercise Boundary Approach
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Updated 24 Jul 2015

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This files are written as a part of MSc research project, it can price American put option by using Monte-Carlo simulation with early exercise boundary

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Nattapong Kongmuang (2024). Valuing American Put Options by Simulation: Early Exercise Boundary Approach (https://www.mathworks.com/matlabcentral/fileexchange/52265-valuing-american-put-options-by-simulation-early-exercise-boundary-approach), MATLAB Central File Exchange. Retrieved .

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Created with R2014a
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AmericanPut_by_Simulation_and_Boundary/

Version Published Release Notes
1.0.0.0