American option pricing in matlab

The following Matlab project contains the source code and Matlab examples used for american option pricing. American option pricing using CRR method Improvement: Programme runs slow as time steps (not recommended for time step>50)

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
license.txt 1554
test.m 11949

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