Option pricing, MATLAB Programming

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

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Illustration of modifying the matrix elements: If a single index is used with the matrix, the MATLAB unwinds the matrix column by column. For illustration, for the matrix intm

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Characters and Encoding: A character in a MATLAB is represented by using single quotes (example, 'a' or 'x'). The quotes are essential to denote a character; without them, the

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Calling an User-Defined Function from Script: Now, we will change our script which prompts the user for the radius and computes the area of a circle, to call our function cal

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