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Isgtgt freeware
 

Isgtgt

Added: July 07, 2013 | Visits: 533

Foreign Exchange Options fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...


Platforms: Matlab

License: Freeware Size: 10 KB Download (47): Foreign Exchange Options Download