Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Join the 15-year community celebration.
Play games and win prizes!
Rate this file 2 Downloads (last 30 days) File Size: 5 KB File ID: #7072 Version: 1.0
Put option pricing (plain vanilla)
07 Mar 2005 (Updated 09 Mar 2005)
Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.