I estimated the price of a put option based on the backward-difference method using MATLAB. Then, I compared the estimation to the Black-Scholes formula for a put option.
Estimating put option price based on the backward-difference method using MATLAB
I estimated the price of a put option based on the backward-difference method using MATLAB. Then, I compared the estimation to the Black-Scholes formula for a put option.
Estimating put option price based on the backward-difference method using MATLAB