Option Valuation in MATLAB

Feb 9, 2009   //   by Yue Yu   //   Researches  //  No Comments

How many ways to implement the binomial method for option valuation in MATLAB? Two? Three?

Which one runs faster in MATLAB? Loops or vectorized loops?

See the slides of my talk: Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB

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