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updated almost 10 years ago

Put option pricing (plain vanilla) by Wilmer Henao

Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes. (finance, modeling, analysis)

BlScholescnv2(r, q, K, T, S, sig, Nx, Nt)

BlScholesimplv2(r, q, K, T, S, sig, Nx, Nt)

BlScholesv2(r, q, K, T, S, sig, Nx, Nt)

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