Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB (Q4787269)
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scientific article; zbMATH DE number 1848775
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| English | Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB |
scientific article; zbMATH DE number 1848775 |
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Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB (English)
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5 January 2003
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algorithm
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American option
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Black-Scholes
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European option
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optimization
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overflow
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underflow
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vectorization
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0.7804134488105774
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0.7695196866989136
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0.758944034576416
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