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Option Pricing

I have a matlab code for pricing European Call option using Crank Nicholson. I need help to adjust this code to calculate American options.

Taidot: Matematiikka, Matlab ja Mathematica

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About the Employer:
( 0 reviews ) Sydney, Australia

Projektin tunnus: #13795722

5 freelanceria on tarjonnut keskimäärin 90 $ tähän työhön

tienmen111

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25 $ AUD 1 päivässä
(16 arvostelua)
3.7
piyag476

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100 $ AUD 1 päivässä
(1 arvostelu)
2.8
iridescent2x15

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250 $ AUD 1 päivässä
(1 arvostelu)
1.8
30 $ AUD 1 päivässä
(1 arvostelu)
0.6
ahmedradwan94

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45 $ AUD 1 päivässä
(0 arvostelua)
0.0