|Code Listing by Haidar Haidar|
This computes an approximation of American Put option value and can plot it against asset's price
Efficient Analytical Approximation of American Option Values G. BARONE-ADESI and R. E. WHALEY 1987.
This code computes the Put option approximation derived in the above paper. A critical share price value S_SS is computed and is an output together with put value and the corresponding asset's price. The Put value for SS_SS...
All files and free downloads are copyright of their respective owners. We do not provide any hacked, cracked, illegal, pirated version of scripts, codes, components downloads. All files are downloaded from the publishers website, our file servers or download mirrors. Always Virus check files downloaded from the web specially zip, rar, exe, trial, full versions etc. Download links from rapidshare, depositfiles, megaupload etc not published.