A software tool for numerical option pricing in MATLAB®.

Jeetendre Narsoo Mohammad Sameer Sunhaloo

Published in: Int. J. Math. Model. Numer. Optimisation (2022)

Keyphrases

option pricing
black scholes
stock price
decision analysis
real option
numerical methods
capital budgeting
image processing
black scholes model
data mining
decision making
stock market
sensitivity analysis
game playing