American option pricing

Version 1.0.0.0 (3.95 KB) by Steve
American option pricing using CRR method with tree output
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Updated 9 Apr 2012

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American option pricing using CRR method

Improvement: Programme runs slow as time steps (not recommended for time step>50)

Cite As

Steve (2026). American option pricing (https://uk.mathworks.com/matlabcentral/fileexchange/36080-american-option-pricing), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Financial Toolbox in Help Center and MATLAB Answers
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Acknowledgements

Inspired by: Pricing American Options

Version Published Release Notes
1.0.0.0