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COMISEF
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Society for Computational Economics - SCE
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Department of Economics, Waikato Management School
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Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation"
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Implementing Binomial Trees
Gilli, Manfred
;
Schumann, Enrico
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COMISEF
-
2009
This paper details the implementation of binomial tree methods for the pricing of European and American options. Pseudocode and sample programmes for Matlab and R are given.
Persistent link: https://www.econbiz.de/10008460557
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