Valuing American Put Options by Simulation: Early Exercise Boundary Approach

Versione 1.0.0.0 (5,36 KB) da Nattapong Kongmuang
Valuing American Put Options by Simulation: Early Exercise Boundary Approach
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Aggiornato 24 lug 2015

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This files are written as a part of MSc research project, it can price American put option by using Monte-Carlo simulation with early exercise boundary

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Nattapong Kongmuang (2025). Valuing American Put Options by Simulation: Early Exercise Boundary Approach (https://it.mathworks.com/matlabcentral/fileexchange/52265-valuing-american-put-options-by-simulation-early-exercise-boundary-approach), MATLAB Central File Exchange. Recuperato .

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AmericanPut_by_Simulation_and_Boundary/

Versione Pubblicato Note della release
1.0.0.0