Pricing American Options
A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"
Including:
* 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 (https://www.mathworks.com/matlabcentral/fileexchange/16476-pricing-american-options), MATLAB Central File Exchange. Retrieved .
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Acknowledgements
Inspired: American put option pricing, American option pricing
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