Search
New Code
Vue Injector 3.3
Spectrum Analyzer pro Live 2019
Devart Excel Add-in for HubSpot 2.1
RentALLScript - Airbnb clone 2.2
SuiteCRM Theme Customization 7.11.6
iScripts NetMenus 3.1
iScripts EasyIndex 2.2
iScripts EasySnaps 2.0
Australia MyPost shipping For Magento 2 1.0.0
Australia Post eParcel For Magento 1.1.1
Source Control for SQL Server 2.0
Answers phpSoftPro 3.12
Exlcart 2.0
School College ERP 1.3.2
White-label Grocery Delivery App Solution 2.0
Top Code
Uber Clone with Safety Measure Addons 2.0
Answers phpSoftPro 3.12
phpEnter 5.1.
Quick Maps For Dynamics CRM 3.1
Single Leg MLM 1.2.1
Azizi search engine script PHP 4.1.10
Paste phpSoftPro 1.4.1
Extreme Injector 3.7
Deals and Discounts Website Script 1.0.2
Solid File System OS edition 5.1
Classified Ad Lister 1.0
Aglowsoft SQL Query Tools 8.2
Invoice Manager by PHPJabbers 3.0
ICPennyBid Penny Auction Script 4.0
PHP Review Script 1.0
Code Listing by Abhishek Bharadwaj

Code 1-1 of 1   






Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc.

asianbasket.m and europeanbasket.m are the files for pricing. basketset.m is the function to generate a structure which is used for pricing functions.
testfile.m is an example.

For...