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文件名称:week4matlabcode
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- 上传时间：2015-07-14
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Develop (and explain in details) a MATLAB or EXCEL VBA code for the LSM
method. Manage to develop a generic function that computes the value of American put
options using the suggested method. Determine the function input/output at your own
preference. Test your code on the example in the paper (same example in the notes).
method. Manage to develop a generic function that computes the value of American put
options using the suggested method. Determine the function input/output at your own
preference. Test your code on the example in the paper (same example in the notes).
(系统自动生成,下载前可以参看下载内容)
下载文件列表
week4matlabcode/
week4matlabcode/.DS_Store
week4matlabcode/AP.m
week4matlabcode/SP.m
week4matlabcode/main1.m
week4matlabcode/main2.m
week4matlabcode/.DS_Store
week4matlabcode/AP.m
week4matlabcode/SP.m
week4matlabcode/main1.m
week4matlabcode/main2.m
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