这是用matlab编辑的求解偏微分方程的一种方法隐式求解抛物型偏微分方程-This is edited using matlab a method of solving partial differential equations implicit solution of parabolic partial differential equations

由脚本输入相关值可以计算一个欧式期权； 通过匿名函数计算，其中一些call其它函数，如CDF和PDF。-This scr ipt is used for implement the Black-Scholes pricing model By the scr ipt ten related values of a European option can be calculated Anonymous functions are used in this scr ipt, and

此程序是关于经济学中布莱克斯科尔斯模型 的matlab实现-This procedure creates a three-dimensional plot showing how gamma changes relative to price for a Black-Scholes option. Recall that gamma is the second derivative of the option price relative to the underlying securit

Black-Scholes 模型的跳跃过程需要matlab有统计工具包-Black-Scholes model with merton jumps, the code need to be ran based on Statistic toolbox