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Piecewise function for black-scholes
hello, I am trying to get a piecewise function, f(x) = blsprice for Put if exercise price < S_0; blsprice for Call if exercise...

environ 7 ans il y a | 1 réponse | 0

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Simple simulation of stock price
I am new with MATLAB. Could you help out with simulating X amount of what is inside the loop? r = 0.02; sigma = .2; ...

plus de 7 ans il y a | 1 réponse | 0

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Recursion, stock simulation
I am new to Matlab, could you help me out with automating this process: S_1 = S_0*(1+r*dt+sigma*a*normrnd(0,1)) S_2 = S_1...

plus de 7 ans il y a | 1 réponse | 0

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réponse