Monte Carlo Simulation of Geometric Brownian Motion for American Option Pricing
Implementation of Geometric Brownian Motion simulation and American option pricing using Monte Carlo methods with detailed code structure explanation
Explore MATLAB source code curated for "美式期权定价" with clean implementations, documentation, and examples.
Implementation of Geometric Brownian Motion simulation and American option pricing using Monte Carlo methods with detailed code structure explanation
Trinomial tree method for American option pricing delivers superior accuracy and computational efficiency with detailed algorithm documentation included