Binomial Method to Price and Plot an American Put Option

Version 1.0.0.0 (18 KB) by Haidar Haidar
This codes prices American put options using binomial tree and plots the tree diagram
3.0
(1)
388 Downloads
Updated 3 Feb 2016

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The code will plot the binomial tree for both share price (S) and option value (P) when the number of steps in the binomial tree is not more than 100. For accurate results, use a large number of steps, and set the plotting option to 0.

Cite As

Haidar Haidar (2024). Binomial Method to Price and Plot an American Put Option (https://www.mathworks.com/matlabcentral/fileexchange/55229-binomial-method-to-price-and-plot-an-american-put-option), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0

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