- Joined
- 10/8/11
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Hi everyone,
I´m trying to price european (and american) call option with partial integro differential equation,(stock price following levy process in general). But i´m having hard times to implement the code in matlab.
Could you please hepl in proving an example of code.
Thanks very much
I´m trying to price european (and american) call option with partial integro differential equation,(stock price following levy process in general). But i´m having hard times to implement the code in matlab.
Could you please hepl in proving an example of code.
Thanks very much