This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.

Using wxpython to interface thecalculation of binomial tree of an american or European call/put options with different user-specified parameters

基于二叉树定价原理的对于美式看涨期权和欧式看涨与看跌期权的模拟-Analog for the American call option and the European call and put options based on binary tree pricing

Develop (and explain in details) a MATLAB or EXCEL VBA code for the LSM method. Manage to develop a generic function that computes the value of American put options using the suggested method. Determine the function input/output at your own pre