moaltahsili / MATLAB---Price-European-put-with-forward-backward-difference-methods

Estimating put option price based on the backward-difference method using MATLAB

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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.

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Estimating put option price based on the backward-difference method using MATLAB


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