Description: Develop (and explain in details) a MATLAB or EXCEL VBA code for the LSM
method. Manage to develop a generic function that computes the value of American put
options using the suggested method. Determine the function input/output at your own
preference. Test your code on the example in the paper (same example in the notes).
To Search:
File list (Check if you may need any files):
week4matlabcode
...............\.DS_Store
...............\AP.m
...............\SP.m
...............\main1.m
...............\main2.m
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