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Crank-Nicolson Scheme for pricing Ameircan put options
- This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
Binomial_Tree
- Using wxpython to interface thecalculation of binomial tree of an american or European call/put options with different user-specified parameters
LATTICE-EUR-AMR--CALL
- 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