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American option pricing 1.0

  Date Added: June 27, 2013  |  Visits: 272

American option pricing

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American option pricing using CRR method with tree outputImprovement: Programme runs slow as time steps (not recommended for time step>50)

Requirements: No special requirements
Platforms: Matlab
Keyword: Improvement Method Option Output Pricing Programme Recommended Step Steps
Users rating: 0/10

License: Shareware Size: 10 KB
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