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Code Listing by Bram van den Broek

Code 1-1 of 1   






In this demo, the price V of an American option is considered as a
function of the stock value S and time t, i.e. V = V(S,t). The financial
parameters like strike, volatility, etc. (a complete list is given below)
are assumed to be constants. The demo computes the option price for a
range of discrete stock values S(i) and a range of discrete time
values t(j).

The demo also computes the optimal exercise...