项目作者: pontazaricardo

项目描述 :
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
高级语言: Matlab
项目地址: git://github.com/pontazaricardo/Finance_BinomialTree_American-put_European-put.git
创建时间: 2017-07-24T09:43:56Z
项目社区:https://github.com/pontazaricardo/Finance_BinomialTree_American-put_European-put

开源协议:Mozilla Public License 2.0

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