contents.m

These source code contains all the programs on pricing

% AMERICAN OPTIONS
%
% Files
%   AmericanOptCRR    - AmericanOptCRR - Price an american option via Cox-Ross-Rubenstein tree
%   AmericanOptFD     - AmericanOptFD - Price an american option via finite differences
%   AmericanOptLSM    - AmericanOptLSM - Price an american option via Longstaff-Schwartz Method
%   BlackScholesFcn   - A - Asset price
%   Comparison_Script - Compare the various methods
%   CreateFDPlot      - CreateFDPlot - Use MATLAB graphics commands to create a custom plot to
%   FD_method         - Price via Finite differences
%   LSM_Plot          - Function to demonstrate the Longstaff-Schwartz Least Squares algorithm
%   PlotCRRTree       - PlotCRRTree the values in the CRR tree give by P.
%   ResultsGUI        - M-file for ResultsGUI.fig
%   SetupFDMatrix     - SetupFDMatrix - Create a matrix which can be used to solve the
%   TestGUI           - M-file for TestGUI.fig