matlab实现二元期权定价模型

收录时间:2019-05-15
资源分类:Matlab 工具:MATLAB 7.9 (R2009b)

matlab实现二元期权定价模型

 

Binary Option Pricing Model

This code can be used to price binary options. A binary options have a payoff of 0 or 1. I wrote this code to price the fair value of the Intrade.com contract: (DOW to close HIGHER than prev close).

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binaryoption.zip (1.32KB)  
附件内容(只显示2中的1个)
binaryoption.m  
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