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Asian options with tree method

Nguyen

Joined
10/5/11
Messages
23
Points
11
Dear all

I am looking for a Matlab code/C++ code to compute arithmetic average Asian call/put option using binomial method ( or tree method).
Would you mind showing me where to find it ? Or if you have one, could you please share it with me ?
Thank you so much for your time . I really appreciate it.
 
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