American option pricing

American option pricing using CRR method with tree output

Version 1.0.0.0 (3.95 KB)
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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 .

Acknowledgements

Inspired by: Pricing American Options

Categories

Find more on Financial Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0.0