Binomial Method to Price and Plot an American Put Option

Versione 1.0.0.0 (18 KB) da Haidar Haidar
This codes prices American put options using binomial tree and plots the tree diagram
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390 download
Aggiornato 3 feb 2016

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The code will plot the binomial tree for both share price (S) and option value (P) when the number of steps in the binomial tree is not more than 100. For accurate results, use a large number of steps, and set the plotting option to 0.

Cita come

Haidar Haidar (2024). Binomial Method to Price and Plot an American Put Option (https://www.mathworks.com/matlabcentral/fileexchange/55229-binomial-method-to-price-and-plot-an-american-put-option), MATLAB Central File Exchange. Recuperato .

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Creato con R2009a
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1.0.0.0

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