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.
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.
