Description: The binarytree is used to calculate the gap between the European option and American option, the price of the output option and the BS formula, and the relationship between the number of the segmentation period and its error is drawn and its sensitivity is calculated.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| binarytree\binarytree1.m | 1306 | 2018-05-13
|
| binarytree\binarytree2.m | 1004 | 2018-05-13
|
| binarytree\dcphoto.m | 266 | 2018-05-10
|
| binarytree\greekletter.m | 739 | 2018-05-13
|
| binarytree | 0 | 2018-05-15 |
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