Using quadrature method to price a European call option

Versione 1.0.0.0 (1,07 KB) da Wei-che Tsai
Pricing a European Call Option based on AWDN (2003) - Journal of Financial Economics
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Aggiornato 11 mar 2008

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

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Wei-che Tsai (2025). Using quadrature method to price a European call option (https://it.mathworks.com/matlabcentral/fileexchange/19153-using-quadrature-method-to-price-a-european-call-option), MATLAB Central File Exchange. Recuperato .

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1.0.0.0