Using quadrature method to price a European call option 1.0

Date Added: June 11, 2013 | Visits: 434

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AWDN(2003)introduce a powerful numerical skill (QUAD) to price universal options. In this code, I just price a E

Requirements: No special requirements

Platforms: Matlab

Keyword: Awdn Introduce, Numerical, Options, Powerful, Price, Skill, Universal

Users rating: 0/10

License: Freeware

Size: 10 KB

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