This is a set of MATLAB functions for calculating option prices, along with several examples of how the functions can be used. Developed from theory presented in Option Trading by Euan Sinclair. https://github.com/brayvid/option-pricing
This is a set of MATLAB functions for calculating option prices, along with several examples of how the functions can be used. Developed from theory presented in Option Trading by Euan Sinclair. https://github.com/brayvid/option-pricing