Description: American option pricing, based on the American option pricing model, to calculate the price of the relevant American options
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File list (Check if you may need any files):
Filename | Size | Date |
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Amerc_option.m | 1776 | 2018-04-10
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Amerc_option_1.m | 1750 | 2016-04-17
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Amerc_option_2.m | 496 | 2016-04-17
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Amerc_option_3.m | 387 | 2016-04-17 |