3D Plot for Greeks

Versione 1.2.0.0 (2,69 KB) da Rodolphe Sitter
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call
5.0
(1)
2,4K download
Aggiornato 9 dic 2008

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The file creates a GUI interface. You can select a Greek from the pop-up menu, then click one of the plot-type push buttons to visualize it as a surface, a mesh or a 2D image

Cita come

Rodolphe Sitter (2024). 3D Plot for Greeks (https://www.mathworks.com/matlabcentral/fileexchange/22336-3d-plot-for-greeks), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2007b
Compatibile con qualsiasi release
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Scopri di più su Price and Analyze Financial Instruments in Help Center e MATLAB Answers
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Ispirato da: Kernel Smoothing Regression

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Versione Pubblicato Note della release
1.2.0.0

added rho
1.1.0.0

updates
1.0.0.0