MBG_bi(S0,rf,vol,h,​n,N)

Version 1.0.0.0 (1.38 KB) by rim labdi
Price of basket option with BMS
0.0
(0)
15 Downloads
Updated 10 Jul 2017

View License

Function for basket option pricing , Black scholes model.

Cite As

rim labdi (2026). MBG_bi(S0,rf,vol,h,n,N) (https://www.mathworks.com/matlabcentral/fileexchange/63665-mbg_bi-s0-rf-vol-h-n-n), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Stochastic Differential Equation (SDE) Models in Help Center and MATLAB Answers
Tags Add Tags
Open in new tab
Version Published Release Notes
1.0.0.0