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TrinomialAmerican
- 三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
binomial-option-pricing-matlab
- 期权价格二叉树定价,包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
spread_am
- 美式看涨价差及看跌价差期权的二叉树定价matlab代码-matlab code of american call and put spread option