Corrado and su (1996) european option prices in matlab

The following Matlab project contains the source code and Matlab examples used for corrado and su (1996) european option prices. This method explicitly allows for excess skewness and kurtosis in an expanded Black-Scholes option pricing formula.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
csprice.m 4941
license.txt 1314