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Downloads SourceCode Mathimatics-Numerical algorithms matlab
Title: barrier Download
 Description: Using interpolation method and implied volatility to calculate barrier options
 Downloaders recently: [More information of uploader zhou_yuhui2009]
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File list (Check if you may need any files): 
barrier\Barrier.m
.......\BSFormula.m
.......\BSPFormula.m
.......\heston.m
.......\ImpliedVol.m
.......\PiecewiseInterpolation.m
barrier

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