Analytical approximation of american put option derived by g. barone adesi and r. e. whaley 1987. in matlab

The following Matlab project contains the source code and Matlab examples used for analytical approximation of american put option derived by g. barone adesi and r. e. whaley 1987.. Efficient Analytical Approximation of American Option Values G.

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
A_Put_Adesi_Whaley.html 9702
A_Put_Adesi_Whaley.m 3004
license.txt 1313
Put.fig 4520

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