Binomial Method to Price and Plot an American Put Option
バージョン 1.0.0.0 (18 KB) 作成者:
Haidar Haidar
This codes prices American put options using binomial tree and plots the tree diagram
The code will plot the binomial tree for both share price (S) and option value (P) when the number of steps in the binomial tree is not more than 100. For accurate results, use a large number of steps, and set the plotting option to 0.
引用
Haidar Haidar (2024). Binomial Method to Price and Plot an American Put Option (https://www.mathworks.com/matlabcentral/fileexchange/55229-binomial-method-to-price-and-plot-an-american-put-option), MATLAB Central File Exchange. 取得済み .
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