Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These methods are compared.

Filename	Size	Update
AMERICAN_OPTION_DATA.mat	212407	2007-09-21
AmericanOptCRR.m	1864	2007-09-20
AmericanOptFD.m	2272	2007-08-16
AmericanOptLSM.m	2050	2007-08-16
BlackScholesFcn.m	313	2007-09-21
CRRData.mat	9121	2007-08-09
Comparison_Script.m	1684	2007-09-21
Contents.m	916	2007-09-21
CreateFDPlot.m	1197	2007-08-29
FD_method.m	5047	2007-09-06
LSM_Plot.m	18441	2007-09-20
PlotCRRTree.m	12154	2007-09-21
ResultsGUI.fig	3731	2007-08-24
ResultsGUI.m	4539	2007-08-16
SetupFDMatrix.m	831	2007-08-29
TestGUI.fig	3426	2007-09-06
TestGUI.m	3986	2007-09-06
license.txt	1526	2016-09-01

• We are an exchange download platform that only provides communication channels. The downloaded content comes from the internet. Except for download issues, please Google on your own.
• The downloaded content is provided for members to upload. If it unintentionally infringes on your copyright, please contact us.
• Please use Winrar for decompression tools
• If download fail, Try it againg or Feedback to us.
• If downloaded content did not match the introduction, Feedback to us，Confirm and will be refund.
• Before downloading, you can inquire through the uploaded person information

Nothing．