Pricing American Options

Examples of pricing American options using MATLAB®
Updated 1 Sep 2016

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A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"
* GUI for pricing an options via CRR tree
* Script for priocing via Finitie differences
* GUI for pricing via the Monte Carlo method of Longstaff and Schwartz
* Functions to implement all three methods

Cite As

Mark Hoyle (2024). Pricing American Options (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes

Updated license