American option pricing
Version 1.0.0.0 (3.95 KB) by
Steve
American option pricing using CRR method with tree output
American option pricing using CRR method
Improvement: Programme runs slow as time steps (not recommended for time step>50)
Cite As
Steve (2024). American option pricing (https://www.mathworks.com/matlabcentral/fileexchange/36080-american-option-pricing), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2011b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
Find more on Financial Toolbox in Help Center and MATLAB Answers
Tags
Acknowledgements
Inspired by: Pricing American Options
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Version | Published | Release Notes | |
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1.0.0.0 |