Option pricing, MATLAB Programming

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

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Efficient method, The Efficient Method: Though, in MATLAB, there is an...

The Efficient Method: Though, in MATLAB, there is another built-in function which specifically produces random integers, i.e. randint. Calling the function with randint (1,1,n

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Crank-nicolson method, clear tic L=1; T=0.2; nust=2000; dt=T...

clear tic L=1; T=0.2; nust=2000; dt=T/nust; n=40; dx=L/n;   r=1;  omega=10:10:5000;%Store Range of Frequencies for Simulation u=zeros(n+1,nust+1);%

Convolution, Perform the convolution of following sequences (a) x[n] = [1 2...

Perform the convolution of following sequences (a) x[n] = [1 2 3], N1 = 1 and h[n] = [1 - 1], N2 = 1 (b) x[n] = [1 2 3], N1 = 2 and h[n] = [1 - 1], N2 = 1 (c) x[n] = [1 2 3], N1 =

CS 1371 HW, Function Name: voteCounter Inputs (1): - (char) filename of v...

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