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Mathimatics-Numerical algorithms
Algorithm
Title:
Crank-Nicolson Scheme for pricing Ameircan put options
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Category:
数学计算/工程计算
Tags:
[Matlab]
[源码]
File Size:
943byte
Update:
2012-05-20
Downloads:
0 Times
Uploaded by:
assassin_1987@126.com
Description:
This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
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