Option pricing, MATLAB Programming

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Barrier Option pricing in Matlab using MC simulation or finite difference methods

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Produce a random real number: To produce a random real number in the range from low to high, at first create the variables low and high. And then, use the expression rand*(hig

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Write a function that will take in a simplex tableau and an associated basis, and return the initial feasible solution of the tableau x as a column vector, as well as the objective

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Linspace function: Likewise, the linspace function generates a linearly spaced vector; linspace(x,y,n) generates a vector with n values in the inclusive range from x to y. For

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