Discover pontazaricardo/Finance_European_double-barrier_knock-out

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Language
MATLAB
License
Mozilla Public Li...
Created over 7 years ago
Updated about 7 years ago

pontazaricardo

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This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

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pontazaricardo/Finance_European_double-barrier_knock-out_call

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