Foreign Exchange Options

Valuation of European and American options on foreign exchange using Garman-Kohlhagen model

Version 1.0.0 (2.32 KB)
2.3K Downloads
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17 Apr 2009
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Cite As

Rodolphe Sitter (2026). Foreign Exchange Options (https://ch.mathworks.com/matlabcentral/fileexchange/23811-foreign-exchange-options), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

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Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more